+503.2%
CMI vs BNS
+188.9%
+314.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.8% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -12.4% | +3.5% | -15.8% | -14.6% |
| 3M | -14.8% | +14.1% | -28.8% | -22.2% |
| 6M | +0.8% | +33.8% | -33.0% | -17.1% |
| YTD | +10.2% | +29.5% | -19.3% | -7.5% |
| 1Y | +37.4% | +48.4% | -11.0% | +5.3% |
| 3Y | +153.3% | +129.6% | +23.7% | +42.9% |
| 5Y | +167.6% | +96.1% | +71.5% | +67.0% |
| All | +503.2% | +188.9% | +314.3% | +175.8% |
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 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