+132.5%
CNP vs BNS
+188.9%
-56.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | -2.9% | +3.5% | -6.4% | -4.9% |
| 3M | -7.5% | +14.1% | -21.6% | -14.4% |
| 6M | -7.9% | +33.8% | -41.7% | -22.1% |
| YTD | +3.7% | +29.5% | -25.7% | -10.9% |
| 1Y | +4.6% | +48.4% | -43.8% | -17.1% |
| 3Y | +49.1% | +129.6% | -80.5% | -10.2% |
| 5Y | +69.2% | +96.1% | -26.9% | +9.5% |
| All | +132.5% | +188.9% | -56.4% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling