+73.2%
CVE vs BNS
+149.7%
-76.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +5.9% | +0.9% | +5.0% | +5.7% |
| 30D | -10.9% | +2.8% | -13.6% | -11.5% |
| 3M | -4.5% | +3.0% | -7.5% | -5.3% |
| 6M | -1.0% | +23.3% | -24.2% | -7.9% |
| YTD | +74.7% | +29.3% | +45.4% | +58.9% |
| 1Y | +65.8% | +41.7% | +24.1% | +44.0% |
| 3Y | +73.2% | +147.7% | -74.6% | +10.0% |
| All | +73.2% | +149.7% | -76.5% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling