+159.8%
CVE vs BNS
+177.9%
-18.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +3.7% |
| 7D | +0.2% | +1.8% | -1.6% | -1.9% |
| 30D | +17.5% | +4.5% | +13.0% | +10.6% |
| 3M | +16.2% | +15.8% | +0.4% | -3.5% |
| 6M | +47.8% | +31.5% | +16.3% | +4.5% |
| YTD | +98.5% | +28.6% | +69.9% | +43.5% |
| 1Y | +109.8% | +48.2% | +61.6% | +27.7% |
| 3Y | +75.5% | +130.8% | -55.3% | -40.4% |
| 5Y | +341.6% | +94.9% | +246.7% | +79.1% |
| 10Y | +159.8% | +179.6% | -19.8% | -14.4% |
| All | +159.8% | +177.9% | -18.1% | -14.4% |
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