+30.2%
CNH vs BNS
+149.7%
-119.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +3.0% | +0.9% | +2.1% | +2.6% |
| 30D | -0.6% | +2.8% | -3.3% | -2.2% |
| 3M | +14.6% | +3.0% | +11.6% | +12.4% |
| 6M | +11.8% | +23.3% | -11.5% | -2.5% |
| YTD | +30.4% | +29.3% | +1.1% | +10.0% |
| 1Y | +19.1% | +41.7% | -22.6% | -5.1% |
| 3Y | +30.2% | +147.7% | -117.6% | -30.0% |
| All | +30.2% | +149.7% | -119.5% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling