+40.0%
CVS vs BNS
+188.9%
-148.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | -2.2% | -0.4% | -1.8% | -2.0% |
| 30D | -0.1% | +3.5% | -3.5% | -1.5% |
| 3M | -5.2% | +14.1% | -19.3% | -10.2% |
| 6M | +26.9% | +33.8% | -6.9% | +12.6% |
| YTD | +22.1% | +29.5% | -7.4% | +9.5% |
| 1Y | +30.8% | +48.4% | -17.6% | +10.9% |
| 3Y | +54.4% | +129.6% | -75.2% | +7.5% |
| 5Y | +33.4% | +96.1% | -62.7% | -1.6% |
| All | +40.0% | +188.9% | -148.9% | -7.7% |
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