+791.0%
CNP vs BNS
+1,485.2%
-694.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | +3.8% | +2.8% | +1.0% | +2.4% |
| 3M | +2.4% | +3.0% | -0.6% | +0.6% |
| 6M | -1.2% | +23.3% | -24.4% | -10.8% |
| YTD | +9.3% | +29.3% | -20.1% | -3.9% |
| 1Y | +6.4% | +41.7% | -35.2% | -10.4% |
| 3Y | +66.4% | +147.7% | -81.4% | +6.8% |
| 5Y | +75.7% | +79.4% | -3.7% | +29.2% |
| 10Y | +145.1% | +188.5% | -43.3% | +42.7% |
| All | +791.0% | +1,485.2% | -694.3% | +70.6% |
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 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