+41.9%
CMI vs BNS
+50.5%
-8.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.6% |
| 7D | -0.7% | +1.5% | -2.3% | -2.0% |
| 30D | -13.4% | +6.0% | -19.4% | -17.2% |
| 3M | -17.0% | +16.3% | -33.3% | -26.5% |
| 6M | -1.6% | +27.3% | -29.0% | -20.1% |
| YTD | +11.0% | +28.5% | -17.5% | -10.3% |
| 1Y | +41.9% | +49.0% | -7.1% | +8.1% |
| All | +41.9% | +50.5% | -8.6% | +8.1% |
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