-0.9%
CMS vs BNS
+46.9%
-47.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +0.2% | -1.3% | +1.4% | +0.2% |
| 30D | -1.3% | +4.0% | -5.3% | -1.4% |
| 3M | -5.4% | +13.8% | -19.2% | -6.0% |
| 6M | -10.3% | +32.7% | -43.0% | -11.4% |
| YTD | -0.2% | +27.6% | -27.8% | -1.8% |
| 1Y | -0.9% | +47.4% | -48.3% | -2.3% |
| All | -0.9% | +46.9% | -47.8% | -2.3% |
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