-7.1%
CMG vs BNS
+49.3%
-56.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +9.5% |
| 3M | +15.8% | +14.1% | +1.8% | +8.4% |
| 6M | +6.9% | +33.8% | -26.8% | -8.6% |
| YTD | -2.2% | +29.5% | -31.6% | -15.1% |
| 1Y | -7.1% | +48.4% | -55.5% | -25.8% |
| All | -7.1% | +49.3% | -56.4% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling