+0.8%
CMI vs BNS
+34.4%
-33.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.7% |
| 7D | -0.7% | -0.4% | -0.3% | -0.4% |
| 30D | -12.4% | +3.5% | -15.8% | -14.7% |
| 3M | -14.8% | +14.1% | -28.8% | -26.4% |
| 6M | +0.8% | +33.8% | -33.0% | -30.2% |
| All | +0.8% | +34.4% | -33.6% | -30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling