+758.1%
CNP vs BNS
+1,492.9%
-734.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +1.1% | +1.5% | -0.5% | +0.4% |
| 30D | -1.8% | +6.0% | -7.8% | -4.6% |
| 3M | -4.6% | +16.3% | -21.0% | -11.4% |
| 6M | -8.8% | +28.8% | -37.6% | -19.4% |
| YTD | +5.2% | +30.0% | -24.7% | -7.5% |
| 1Y | +8.3% | +50.7% | -42.4% | -11.2% |
| 3Y | +54.9% | +125.4% | -70.5% | +4.0% |
| 5Y | +73.5% | +94.2% | -20.7% | +23.1% |
| 10Y | +139.1% | +182.8% | -43.7% | +40.6% |
| All | +758.1% | +1,492.9% | -734.8% | +64.3% |
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 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