-44.8%
COMP vs BNS
+97.8%
-142.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +2.1% |
| 7D | +1.4% | +1.5% | -0.2% | -0.6% |
| 30D | -13.3% | +6.0% | -19.3% | -20.4% |
| 3M | +41.1% | +16.3% | +24.8% | +14.2% |
| 6M | +17.2% | +28.8% | -11.6% | -16.5% |
| YTD | +5.2% | +30.0% | -24.8% | -25.9% |
| 1Y | +18.9% | +50.7% | -31.8% | -31.7% |
| 3Y | +215.9% | +125.4% | +90.5% | +1.2% |
| 5Y | -31.2% | +94.2% | -125.4% | -70.1% |
| All | -44.8% | +97.8% | -142.6% | -77.1% |
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