+134.5%
CVE vs BNS
+179.7%
-45.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -16.1% | -2.2% | -13.9% | -14.6% |
| 30D | -10.4% | +5.1% | -15.5% | -15.6% |
| 3M | -2.4% | +4.7% | -7.1% | -9.2% |
| 6M | -4.4% | +19.0% | -23.4% | -23.9% |
| YTD | +64.9% | +28.2% | +36.8% | +18.7% |
| 1Y | +66.0% | +43.4% | +22.6% | +4.4% |
| 3Y | +57.7% | +143.1% | -85.4% | -49.7% |
| 5Y | +144.7% | +77.3% | +67.4% | +12.5% |
| All | +134.5% | +179.7% | -45.2% | -17.2% |
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 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