+68.5%
COST vs BNS
+130.5%
-62.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.2% | -0.4% | -0.8% | -1.2% |
| 30D | -4.7% | +3.5% | -8.2% | -5.0% |
| 3M | -7.1% | +14.1% | -21.2% | -8.7% |
| 6M | -8.5% | +33.8% | -42.3% | -12.5% |
| YTD | +5.4% | +29.5% | -24.1% | +1.3% |
| 1Y | -5.6% | +48.4% | -54.0% | -12.0% |
| 3Y | +68.5% | +129.6% | -61.1% | +40.3% |
| All | +68.5% | +130.5% | -62.0% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling