-8.7%
COMP vs BNS
+78.5%
-87.2%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.9% |
| 7D | 0.0% | +0.9% | -0.9% | -1.1% |
| 30D | +16.6% | +2.8% | +13.8% | +13.0% |
| 3M | -23.5% | +3.0% | -26.5% | -26.7% |
| 6M | +25.7% | +23.3% | +2.5% | -6.4% |
| YTD | -3.4% | +29.3% | -32.7% | -32.0% |
| 1Y | +7.6% | +41.7% | -34.1% | -33.6% |
| 3Y | +423.6% | +147.7% | +275.9% | +37.6% |
| All | -8.7% | +78.5% | -87.2% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling