+179.3%
COR vs BNS
+94.7%
+84.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -2.8% | -0.4% | -2.4% | -2.8% |
| 30D | +2.6% | +3.5% | -0.9% | +2.0% |
| 3M | +14.5% | +14.1% | +0.4% | +12.1% |
| 6M | -7.8% | +33.8% | -41.6% | -12.3% |
| YTD | -4.2% | +29.5% | -33.7% | -8.4% |
| 1Y | +7.0% | +48.4% | -41.4% | -0.2% |
| 3Y | +85.5% | +129.6% | -44.1% | +57.0% |
| All | +179.3% | +94.7% | +84.7% | +141.9% |
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