+3,343.3%
COST vs BNS
+1,476.3%
+1,867.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -2.5% | -2.2% | -0.3% | -1.8% |
| 30D | -4.4% | +4.5% | -8.9% | -5.9% |
| 3M | -8.1% | +14.9% | -23.0% | -12.3% |
| 6M | -9.2% | +32.5% | -41.7% | -17.4% |
| YTD | +5.1% | +28.6% | -23.5% | -3.6% |
| 1Y | -5.1% | +48.4% | -53.4% | -16.9% |
| 3Y | +70.4% | +130.8% | -60.4% | +28.1% |
| 5Y | +104.7% | +94.8% | +9.9% | +61.5% |
| 10Y | +608.8% | +184.3% | +424.5% | +376.9% |
| All | +3,343.3% | +1,476.3% | +1,867.0% | +849.7% |
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 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