+2,670.8%
CP vs BNS
+1,492.9%
+1,177.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.1% |
| 7D | -2.7% | +1.5% | -4.2% | -3.7% |
| 30D | +0.2% | +6.0% | -5.8% | -4.2% |
| 3M | +2.6% | +16.3% | -13.8% | -8.5% |
| 6M | +6.0% | +28.8% | -22.8% | -12.1% |
| YTD | +24.9% | +30.0% | -5.0% | +2.8% |
| 1Y | +20.1% | +50.7% | -30.6% | -11.2% |
| 3Y | +16.4% | +125.4% | -109.0% | -36.0% |
| 5Y | +31.7% | +94.2% | -62.5% | -20.4% |
| 10Y | +223.9% | +182.8% | +41.0% | +45.4% |
| All | +2,670.8% | +1,492.9% | +1,177.9% | +276.7% |
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