+885.0%
CRL vs BNS
+1,487.3%
-602.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +8.9% | +1.0% | +7.9% | +8.4% |
| 30D | +14.0% | +2.7% | +11.2% | +12.6% |
| 3M | +19.8% | +3.5% | +16.4% | +17.7% |
| 6M | +102.0% | +22.1% | +80.0% | +84.2% |
| YTD | +70.8% | +29.5% | +41.3% | +51.6% |
| 1Y | +98.7% | +40.7% | +58.0% | +70.0% |
| 3Y | +98.2% | +148.6% | -50.4% | +32.8% |
| 5Y | -11.7% | +79.6% | -91.3% | -32.1% |
| 10Y | +356.7% | +188.9% | +167.8% | +186.1% |
| All | +885.0% | +1,487.3% | -602.3% | +276.2% |
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