+395.2%
COR vs BNS
+188.9%
+206.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | +2.6% | +3.5% | -0.9% | +1.3% |
| 3M | +14.5% | +14.1% | +0.4% | +9.1% |
| 6M | -7.8% | +33.8% | -41.6% | -17.3% |
| YTD | -4.2% | +29.5% | -33.7% | -13.1% |
| 1Y | +7.0% | +48.4% | -41.4% | -7.8% |
| 3Y | +85.5% | +129.6% | -44.1% | +33.3% |
| 5Y | +181.2% | +96.1% | +85.1% | +112.8% |
| All | +395.2% | +188.9% | +206.3% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling