+117.7%
CMS vs BNS
+187.0%
-69.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.3% | -2.2% | +0.9% | -0.7% |
| 30D | -2.8% | +4.5% | -7.3% | -4.1% |
| 3M | -7.1% | +14.9% | -22.0% | -11.0% |
| 6M | -10.0% | +32.5% | -42.5% | -17.4% |
| YTD | -0.9% | +28.6% | -29.6% | -8.4% |
| 1Y | -2.0% | +48.4% | -50.4% | -13.3% |
| 3Y | +33.0% | +130.8% | -97.8% | +1.9% |
| 5Y | +24.3% | +94.8% | -70.5% | -1.1% |
| All | +117.7% | +187.0% | -69.3% | +39.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling