+4,755.7%
CRS vs BNS
+1,463.9%
+3,291.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.7% |
| 7D | -0.5% | -1.3% | +0.7% | +0.6% |
| 30D | -18.1% | +4.0% | -22.1% | -21.4% |
| 3M | -12.4% | +13.8% | -26.2% | -22.9% |
| 6M | +15.9% | +32.7% | -16.7% | -11.1% |
| YTD | +45.8% | +27.6% | +18.2% | +15.5% |
| 1Y | +87.8% | +47.4% | +40.3% | +29.5% |
| 3Y | +648.7% | +129.0% | +519.7% | +236.3% |
| 5Y | +1,416.6% | +92.7% | +1,323.9% | +704.1% |
| 10Y | +1,412.7% | +182.1% | +1,230.6% | +521.7% |
| All | +4,755.7% | +1,463.9% | +3,291.8% | +432.7% |
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