+679.8%
CMS vs BNS
+1,492.9%
-813.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +0.4% | +1.5% | -1.2% | -0.2% |
| 30D | -3.6% | +6.0% | -9.6% | -5.7% |
| 3M | -1.9% | +16.3% | -18.3% | -7.5% |
| 6M | -11.0% | +28.8% | -39.7% | -19.2% |
| YTD | +0.2% | +30.0% | -29.8% | -9.5% |
| 1Y | -1.3% | +50.7% | -52.0% | -15.6% |
| 3Y | +35.9% | +125.4% | -89.5% | -0.7% |
| 5Y | +23.1% | +94.2% | -71.2% | -6.4% |
| 10Y | +117.9% | +182.8% | -64.9% | +37.4% |
| All | +679.8% | +1,492.9% | -813.1% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling