+604.8%
CRS vs BNS
+130.5%
+474.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.6% |
| 7D | -6.8% | -0.4% | -6.4% | -6.5% |
| 30D | -16.1% | +3.5% | -19.6% | -18.4% |
| 3M | -21.2% | +14.1% | -35.2% | -29.2% |
| 6M | +8.7% | +33.8% | -25.1% | -13.5% |
| YTD | +41.0% | +29.5% | +11.5% | +14.5% |
| 1Y | +82.7% | +48.4% | +34.3% | +34.1% |
| 3Y | +604.8% | +129.6% | +475.2% | +259.9% |
| All | +604.8% | +130.5% | +474.3% | +259.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling