+4,679.6%
CNQ vs BNS
+1,486.6%
+3,193.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.2% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | +6.2% | +3.5% | +2.7% | +1.9% |
| 3M | +12.4% | +14.1% | -1.7% | -2.6% |
| 6M | +9.0% | +33.8% | -24.8% | -20.0% |
| YTD | +52.2% | +29.5% | +22.8% | +14.7% |
| 1Y | +65.0% | +48.4% | +16.6% | +8.4% |
| 3Y | +78.8% | +129.6% | -50.8% | -25.9% |
| 5Y | +286.0% | +96.1% | +189.9% | +84.5% |
| 10Y | +420.7% | +186.2% | +234.5% | +87.5% |
| All | +4,679.6% | +1,486.6% | +3,193.0% | +507.3% |
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