-50.5%
CPNG vs BNS
+94.7%
-145.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.6% |
| 7D | -1.1% | -0.4% | -0.7% | -0.8% |
| 30D | -7.4% | +3.5% | -10.8% | -9.9% |
| 3M | -12.3% | +14.1% | -26.4% | -21.1% |
| 6M | -19.4% | +33.8% | -53.2% | -35.7% |
| YTD | -35.9% | +29.5% | -65.4% | -47.8% |
| 1Y | -53.4% | +48.4% | -101.8% | -65.9% |
| 3Y | -20.0% | +129.6% | -149.6% | -59.8% |
| All | -50.5% | +94.7% | -145.1% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling