+13.9%
COR vs BNS
+52.2%
-38.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | +2.8% | +1.5% | +1.2% | +2.9% |
| 30D | +4.5% | +6.0% | -1.4% | +4.9% |
| 3M | +22.7% | +16.3% | +6.3% | +24.0% |
| 6M | -9.7% | +28.8% | -38.5% | -8.7% |
| YTD | -1.4% | +30.0% | -31.4% | +0.2% |
| 1Y | +13.9% | +50.7% | -36.8% | +22.4% |
| All | +13.9% | +52.2% | -38.3% | +22.4% |
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