+28.0%
CNH vs BNS
+50.5%
-22.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.7% |
| 7D | +23.3% | +1.5% | +21.7% | +22.2% |
| 30D | +33.5% | +6.0% | +27.5% | +29.1% |
| 3M | +32.7% | +16.3% | +16.4% | +20.1% |
| 6M | +22.2% | +27.3% | -5.1% | +2.4% |
| YTD | +57.7% | +28.5% | +29.2% | +31.6% |
| 1Y | +28.0% | +49.0% | -21.0% | +2.3% |
| All | +28.0% | +50.5% | -22.5% | +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