+130.1%
CVE vs BNS
+186.8%
-56.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -1.4% |
| 7D | -10.1% | -0.8% | -9.3% | -9.8% |
| 30D | -12.1% | +5.5% | -17.6% | -17.6% |
| 3M | -1.9% | +6.0% | -7.9% | -9.8% |
| 6M | -1.8% | +22.6% | -24.4% | -24.4% |
| YTD | +65.8% | +30.5% | +35.3% | +17.0% |
| 1Y | +60.8% | +44.1% | +16.7% | +0.6% |
| 3Y | +70.1% | +150.8% | -80.6% | -47.8% |
| 5Y | +134.8% | +80.7% | +54.1% | +5.7% |
| 10Y | +130.1% | +185.2% | -55.1% | -22.4% |
| All | +130.1% | +186.8% | -56.7% | -22.4% |
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