+2,743.2%
CP vs BNS
+1,486.8%
+1,256.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.3% |
| 7D | +2.8% | -1.1% | +3.9% | +3.5% |
| 30D | +11.0% | +4.7% | +6.3% | +7.3% |
| 3M | +3.8% | +5.5% | -1.7% | -0.7% |
| 6M | +9.5% | +21.7% | -12.2% | -5.7% |
| YTD | +28.2% | +29.5% | -1.3% | +5.4% |
| 1Y | +33.0% | +41.9% | -9.0% | +2.3% |
| 3Y | +35.5% | +148.5% | -112.9% | -30.5% |
| 5Y | +25.8% | +80.3% | -54.5% | -20.0% |
| 10Y | +250.7% | +184.7% | +66.0% | +56.3% |
| All | +2,743.2% | +1,486.8% | +1,256.5% | +286.5% |
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