-46.7%
CPB vs BNS
+188.9%
-235.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -7.1% | +3.5% | -10.5% | -7.4% |
| 3M | -6.0% | +14.1% | -20.1% | -7.5% |
| 6M | -5.3% | +33.8% | -39.0% | -8.3% |
| YTD | -20.8% | +29.5% | -50.3% | -23.2% |
| 1Y | -33.8% | +48.4% | -82.3% | -36.9% |
| 3Y | -43.7% | +129.6% | -173.3% | -49.1% |
| 5Y | -40.7% | +96.1% | -136.8% | -45.5% |
| All | -46.7% | +188.9% | -235.6% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling