-37.2%
CRL vs BNS
+93.4%
-130.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | -4.6% | -1.3% | -3.3% | -3.7% |
| 30D | +0.5% | +4.0% | -3.5% | -2.6% |
| 3M | +46.6% | +13.8% | +32.8% | +32.8% |
| 6M | +57.3% | +32.7% | +24.6% | +26.8% |
| YTD | +39.5% | +27.6% | +11.9% | +15.4% |
| 1Y | +76.9% | +47.4% | +29.5% | +30.8% |
| 3Y | +39.4% | +129.0% | -89.6% | -26.6% |
| 5Y | -37.2% | +92.7% | -129.9% | -58.6% |
| All | -37.2% | +93.4% | -130.5% | -58.6% |
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