+225.0%
CP vs BNS
+188.9%
+36.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | 0.0% |
| 7D | -2.6% | -0.4% | -2.2% | -2.3% |
| 30D | -3.7% | +3.5% | -7.2% | -6.2% |
| 3M | +0.1% | +14.1% | -13.9% | -9.0% |
| 6M | +7.8% | +33.8% | -25.9% | -12.1% |
| YTD | +21.7% | +29.5% | -7.7% | +1.2% |
| 1Y | +18.6% | +48.4% | -29.8% | -10.4% |
| 3Y | +17.5% | +129.6% | -112.1% | -34.8% |
| 5Y | +35.4% | +96.1% | -60.7% | -17.1% |
| All | +225.0% | +188.9% | +36.1% | +51.1% |
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