+2,754.2%
CP vs BNS
+1,485.2%
+1,268.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +2.1% | +0.9% | +1.2% | +1.5% |
| 30D | +9.3% | +2.8% | +6.6% | +7.1% |
| 3M | +0.5% | +3.0% | -2.5% | -2.3% |
| 6M | +10.4% | +23.3% | -12.8% | -5.8% |
| YTD | +28.7% | +29.3% | -0.6% | +5.9% |
| 1Y | +33.2% | +41.7% | -8.5% | +2.6% |
| 3Y | +38.4% | +147.7% | -109.3% | -28.9% |
| 5Y | +26.2% | +79.4% | -53.2% | -19.5% |
| 10Y | +258.4% | +188.5% | +69.9% | +58.1% |
| All | +2,754.2% | +1,485.2% | +1,268.9% | +288.2% |
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