+1,350.3%
CRS vs BNS
+94.7%
+1,255.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.7% |
| 7D | -6.8% | -0.4% | -6.4% | -6.4% |
| 30D | -16.1% | +3.5% | -19.6% | -18.8% |
| 3M | -21.2% | +14.1% | -35.2% | -30.4% |
| 6M | +8.7% | +33.8% | -25.1% | -16.5% |
| YTD | +41.0% | +29.5% | +11.5% | +11.1% |
| 1Y | +82.7% | +48.4% | +34.3% | +27.0% |
| 3Y | +604.8% | +129.6% | +475.2% | +220.4% |
| All | +1,350.3% | +94.7% | +1,255.6% | +625.2% |
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 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