+4,005.7%
CMG vs BNS
+479.3%
+3,526.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -3.8% | -2.2% | -1.6% | -2.8% |
| 30D | +12.9% | +4.5% | +8.4% | +10.3% |
| 3M | +18.8% | +14.9% | +3.9% | +11.1% |
| 6M | +4.1% | +32.5% | -28.4% | -8.9% |
| YTD | -2.4% | +28.6% | -31.0% | -13.4% |
| 1Y | -6.7% | +48.4% | -55.0% | -22.6% |
| 3Y | -7.1% | +130.8% | -137.9% | -38.0% |
| 5Y | -5.0% | +94.8% | -99.8% | -31.8% |
| 10Y | +323.5% | +184.3% | +139.2% | +145.3% |
| All | +4,005.7% | +479.3% | +3,526.4% | +1,712.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling