+247.0%
CRL vs BNS
+188.9%
+58.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.5% |
| 7D | -3.5% | -0.4% | -3.2% | -3.3% |
| 30D | -2.1% | +3.5% | -5.6% | -4.5% |
| 3M | +48.0% | +14.1% | +33.9% | +35.5% |
| 6M | +64.7% | +33.8% | +31.0% | +36.2% |
| YTD | +39.5% | +29.5% | +10.0% | +17.4% |
| 1Y | +74.2% | +48.4% | +25.8% | +34.1% |
| 3Y | +39.4% | +129.6% | -90.2% | -18.8% |
| 5Y | -36.9% | +96.1% | -133.0% | -59.6% |
| All | +247.0% | +188.9% | +58.2% | +83.2% |
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 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