+159.5%
CVE vs BNS
+78.5%
+80.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +5.9% | +0.9% | +5.0% | +5.4% |
| 30D | -10.9% | +2.8% | -13.6% | -12.4% |
| 3M | -4.5% | +3.0% | -7.5% | -6.7% |
| 6M | -1.0% | +23.3% | -24.2% | -13.4% |
| YTD | +74.7% | +29.3% | +45.4% | +47.2% |
| 1Y | +65.8% | +41.7% | +24.1% | +31.2% |
| 3Y | +73.2% | +147.7% | -74.6% | -10.0% |
| All | +159.5% | +78.5% | +80.9% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling