+216.7%
CTVA vs BNS
+159.5%
+57.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | -4.5% | -0.4% | -4.1% | -4.3% |
| 30D | +11.3% | +3.5% | +7.9% | +8.8% |
| 3M | +12.3% | +14.1% | -1.7% | +3.3% |
| 6M | +7.2% | +33.8% | -26.6% | -10.9% |
| YTD | +26.0% | +29.5% | -3.4% | +6.6% |
| 1Y | +16.0% | +48.4% | -32.4% | -10.0% |
| 3Y | +73.9% | +129.6% | -55.7% | +0.8% |
| 5Y | +103.8% | +96.1% | +7.7% | +29.1% |
| All | +216.7% | +159.5% | +57.2% | +71.3% |
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