+322.0%
CMG vs BNS
+188.9%
+133.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | +10.9% | +3.5% | +7.5% | +9.0% |
| 3M | +15.8% | +14.1% | +1.8% | +9.0% |
| 6M | +6.9% | +33.8% | -26.8% | -6.3% |
| YTD | -2.2% | +29.5% | -31.6% | -13.1% |
| 1Y | -7.1% | +48.4% | -55.5% | -22.4% |
| 3Y | -7.1% | +129.6% | -136.7% | -36.9% |
| 5Y | -4.8% | +96.1% | -100.9% | -30.6% |
| All | +322.0% | +188.9% | +133.1% | +180.5% |
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