+827.8%
CVS vs BNS
+1,476.3%
-648.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | -1.6% | +1.8% | -3.4% | -2.2% |
| 30D | +0.4% | +4.5% | -4.1% | -1.4% |
| 3M | -0.4% | +15.8% | -16.2% | -5.8% |
| 6M | +25.1% | +31.5% | -6.3% | +12.8% |
| YTD | +23.9% | +28.6% | -4.7% | +12.3% |
| 1Y | +41.1% | +48.2% | -7.1% | +21.3% |
| 3Y | +63.6% | +130.8% | -67.2% | +18.1% |
| 5Y | +31.5% | +94.9% | -63.4% | +0.1% |
| 10Y | +40.5% | +179.6% | -139.1% | -8.4% |
| All | +827.8% | +1,476.3% | -648.5% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling