+66.4%
CNP vs BNS
+149.7%
-83.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.3% | +0.9% | +0.4% | +1.1% |
| 30D | +3.8% | +2.8% | +1.0% | +3.3% |
| 3M | +2.4% | +3.0% | -0.6% | +1.9% |
| 6M | -1.2% | +23.3% | -24.4% | -5.1% |
| YTD | +9.3% | +29.3% | -20.1% | +3.6% |
| 1Y | +6.4% | +41.7% | -35.2% | -1.4% |
| 3Y | +66.4% | +147.7% | -81.4% | +29.6% |
| All | +66.4% | +149.7% | -83.3% | +29.6% |
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