+26.8%
CP vs BNS
+81.8%
-55.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.5% |
| 7D | -0.7% | -3.2% | +2.5% | +1.2% |
| 30D | +9.6% | +5.1% | +4.5% | +6.3% |
| 3M | +2.2% | +6.0% | -3.7% | -1.8% |
| 6M | +11.1% | +23.4% | -12.3% | -3.6% |
| YTD | +28.2% | +30.4% | -2.3% | +7.1% |
| 1Y | +32.2% | +44.0% | -11.8% | +3.4% |
| 3Y | +35.5% | +150.3% | -114.8% | -26.9% |
| 5Y | +26.8% | +83.0% | -56.3% | -16.8% |
| All | +26.8% | +81.8% | -55.1% | -16.8% |
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