+119.3%
CMS vs BNS
+184.7%
-65.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +0.2% | -1.3% | +1.4% | +0.5% |
| 30D | -1.3% | +4.0% | -5.3% | -2.5% |
| 3M | -5.4% | +13.8% | -19.2% | -9.1% |
| 6M | -10.3% | +32.7% | -43.0% | -17.8% |
| YTD | -0.2% | +27.6% | -27.8% | -7.6% |
| 1Y | -0.9% | +47.4% | -48.3% | -12.1% |
| 3Y | +34.0% | +129.0% | -95.0% | +2.9% |
| 5Y | +23.6% | +92.7% | -69.2% | -1.4% |
| All | +119.3% | +184.7% | -65.4% | +40.7% |
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