+57.9%
CNQ vs BNS
+44.2%
+13.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.4% | -2.9% |
| 7D | -11.2% | -3.8% | -7.4% | -12.0% |
| 30D | +1.7% | +1.7% | 0.0% | +2.4% |
| 3M | +10.3% | +4.6% | +5.7% | +12.5% |
| 6M | +4.3% | +21.9% | -17.6% | +11.8% |
| YTD | +48.7% | +28.3% | +20.5% | +63.2% |
| 1Y | +57.9% | +44.3% | +13.6% | +76.2% |
| All | +57.9% | +44.2% | +13.7% | +76.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling