+34.9%
CP vs BNS
+93.4%
-58.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | +0.6% | -1.3% | +1.9% | +1.4% |
| 30D | -0.5% | +4.0% | -4.5% | -3.1% |
| 3M | +0.1% | +13.8% | -13.7% | -8.4% |
| 6M | +7.8% | +32.7% | -24.9% | -10.7% |
| YTD | +22.9% | +27.6% | -4.7% | +4.2% |
| 1Y | +21.3% | +47.4% | -26.1% | -6.6% |
| 3Y | +20.4% | +129.0% | -108.6% | -31.3% |
| 5Y | +34.9% | +92.7% | -57.8% | -15.6% |
| All | +34.9% | +93.4% | -58.4% | -15.6% |
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