+2,184.8%
CHD vs BNS
+1,463.9%
+720.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -4.2% | -1.3% | -2.9% | -3.9% |
| 30D | -7.6% | +4.0% | -11.6% | -8.4% |
| 3M | -1.6% | +13.8% | -15.4% | -4.3% |
| 6M | -6.3% | +32.7% | -39.0% | -11.7% |
| YTD | +14.6% | +27.6% | -13.0% | +8.7% |
| 1Y | +1.6% | +47.4% | -45.8% | -6.4% |
| 3Y | +3.1% | +129.0% | -125.8% | -13.8% |
| 5Y | +21.1% | +92.7% | -71.6% | +4.0% |
| 10Y | +128.6% | +182.1% | -53.5% | +75.9% |
| All | +2,184.8% | +1,463.9% | +720.9% | +1,073.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling