+142.3%
CI vs BNS
+187.0%
-44.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -1.3% | -2.2% | +0.9% | -0.2% |
| 30D | +3.1% | +4.5% | -1.3% | +0.6% |
| 3M | -4.5% | +14.9% | -19.4% | -11.6% |
| 6M | +8.3% | +32.5% | -24.2% | -7.3% |
| YTD | +3.8% | +28.6% | -24.8% | -9.9% |
| 1Y | -5.0% | +48.4% | -53.4% | -23.8% |
| 3Y | +5.8% | +130.8% | -125.0% | -35.0% |
| 5Y | +50.6% | +94.8% | -44.2% | +0.6% |
| All | +142.3% | +187.0% | -44.7% | +27.5% |
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