-18.0%
CPB vs BNS
+52.0%
-70.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.0% | +3.0% | +6.5% |
| 7D | +13.0% | +2.0% | +11.0% | +13.3% |
| 30D | +20.5% | +7.8% | +12.8% | +22.5% |
| 3M | +2.2% | +11.7% | -9.5% | +4.6% |
| 6M | +15.4% | +28.2% | -12.9% | +20.1% |
| YTD | -12.3% | +34.8% | -47.1% | -8.1% |
| 1Y | -18.0% | +51.1% | -69.0% | -11.0% |
| All | -18.0% | +52.0% | -70.0% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling