+67.3%
CPB vs BNS
+1,476.3%
-1,409.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -8.2% | +1.8% | -10.0% | -8.5% |
| 30D | -5.6% | +4.5% | -10.1% | -6.4% |
| 3M | +3.0% | +15.8% | -12.8% | +0.2% |
| 6M | -12.7% | +31.5% | -44.2% | -17.0% |
| YTD | -18.0% | +28.6% | -46.6% | -21.8% |
| 1Y | -31.7% | +48.2% | -79.9% | -36.6% |
| 3Y | -41.0% | +130.8% | -171.7% | -49.6% |
| 5Y | -38.4% | +94.9% | -133.3% | -46.1% |
| 10Y | -45.0% | +179.6% | -224.5% | -56.1% |
| All | +67.3% | +1,476.3% | -1,409.0% | -17.2% |
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