+51.2%
CI vs BNS
+78.5%
-27.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +1.2% | +0.9% | +0.2% | +0.9% |
| 30D | +2.6% | +2.8% | -0.2% | +1.8% |
| 3M | +7.4% | +3.0% | +4.4% | +6.5% |
| 6M | -0.1% | +23.3% | -23.4% | -6.0% |
| YTD | +9.7% | +29.3% | -19.6% | +1.6% |
| 1Y | +12.1% | +41.7% | -29.6% | +1.0% |
| 3Y | +7.0% | +147.7% | -140.7% | -19.7% |
| All | +51.2% | +78.5% | -27.3% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling