+76.1%
CME vs BNS
+93.4%
-17.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.6% | -1.3% | +0.6% | -0.4% |
| 30D | +4.7% | +4.0% | +0.7% | +3.9% |
| 3M | +7.8% | +13.8% | -6.0% | +5.1% |
| 6M | -11.0% | +32.7% | -43.7% | -16.1% |
| YTD | +4.0% | +27.6% | -23.6% | -1.2% |
| 1Y | +9.1% | +47.4% | -38.3% | +0.2% |
| 3Y | +52.3% | +129.0% | -76.7% | +23.7% |
| 5Y | +76.1% | +92.7% | -16.6% | +50.7% |
| All | +76.1% | +93.4% | -17.3% | +50.7% |
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