+65.0%
CNQ vs BNS
+49.3%
+15.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.3% |
| 7D | +0.1% | -0.4% | +0.5% | 0.0% |
| 30D | +6.2% | +3.5% | +2.7% | +7.6% |
| 3M | +12.4% | +14.1% | -1.7% | +17.5% |
| 6M | +9.0% | +33.8% | -24.8% | +18.7% |
| YTD | +52.2% | +29.5% | +22.8% | +65.9% |
| 1Y | +65.0% | +48.4% | +16.6% | +79.0% |
| All | +65.0% | +49.3% | +15.7% | +79.0% |
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