-4.5%
CRS vs BNS
+52.0%
-56.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -3.8% |
| 7D | +4.3% | +2.0% | +2.3% | +2.8% |
| 30D | -25.5% | +7.8% | -33.3% | -29.5% |
| 3M | -48.7% | +11.7% | -60.4% | -53.1% |
| 6M | -31.6% | +28.2% | -59.9% | -46.1% |
| YTD | -7.0% | +34.8% | -41.8% | -32.0% |
| 1Y | -4.5% | +51.1% | -55.6% | -33.6% |
| All | -4.5% | +52.0% | -56.5% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling