+238.9%
CRM vs BNS
+188.9%
+50.0%
-58.7%
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% | +1.6% |
| 7D | -4.4% | -0.4% | -4.0% | -4.2% |
| 30D | +28.1% | +3.5% | +24.7% | +25.7% |
| 3M | +48.8% | +14.1% | +34.8% | +38.8% |
| 6M | +28.3% | +33.8% | -5.5% | +10.0% |
| YTD | -6.0% | +29.5% | -35.5% | -18.4% |
| 1Y | +1.4% | +48.4% | -47.0% | -18.0% |
| 3Y | +11.8% | +129.6% | -117.8% | -29.2% |
| 5Y | -2.0% | +96.1% | -98.1% | -32.7% |
| All | +238.9% | +188.9% | +50.0% | +85.6% |
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 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