+55.4%
CVS vs BNS
+129.0%
-73.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -2.0% | -2.2% | +0.2% | -1.7% |
| 30D | +1.9% | +4.5% | -2.6% | +1.3% |
| 3M | -2.2% | +14.9% | -17.1% | -4.1% |
| 6M | +26.7% | +32.5% | -5.7% | +21.2% |
| YTD | +22.9% | +28.6% | -5.7% | +17.8% |
| 1Y | +32.9% | +48.4% | -15.4% | +24.1% |
| All | +55.4% | +129.0% | -73.6% | +31.3% |
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