+68.0%
CNH vs BNS
+205.8%
-137.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +5.0% |
| 7D | +23.3% | +1.5% | +21.7% | +21.7% |
| 30D | +33.5% | +6.0% | +27.5% | +26.4% |
| 3M | +32.7% | +16.3% | +16.4% | +15.9% |
| 6M | +22.2% | +28.8% | -6.6% | -1.9% |
| YTD | +57.7% | +30.0% | +27.7% | +25.1% |
| 1Y | +28.0% | +50.7% | -22.7% | -10.9% |
| 3Y | +11.5% | +125.4% | -113.9% | -46.3% |
| 5Y | +11.9% | +94.2% | -82.4% | -38.6% |
| 10Y | +162.8% | +182.8% | -20.0% | +5.9% |
| All | +68.0% | +205.8% | -137.8% | -38.1% |
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