+142.2%
CI vs BNS
+188.0%
-45.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -1.7% | +1.0% | -2.7% | -2.2% |
| 30D | +4.9% | +2.7% | +2.1% | +3.3% |
| 3M | +7.4% | +3.5% | +3.9% | +5.1% |
| 6M | +0.4% | +22.1% | -21.7% | -10.3% |
| YTD | +9.5% | +29.5% | -20.0% | -5.6% |
| 1Y | +12.0% | +40.7% | -28.7% | -7.7% |
| 3Y | +7.1% | +148.6% | -141.5% | -37.2% |
| 5Y | +49.3% | +79.6% | -30.3% | +5.0% |
| All | +142.2% | +188.0% | -45.8% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling