+176.4%
CNC vs STZ
+13.4%
+163.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +2.2% | +2.6% | -0.4% | +1.3% |
| 30D | +1.6% | +15.2% | -13.6% | -3.2% |
| 3M | +7.9% | +7.6% | +0.3% | +5.1% |
| 6M | +21.2% | +5.3% | +15.9% | +18.4% |
| YTD | +73.2% | +8.6% | +64.6% | +64.9% |
| 1Y | +97.5% | +15.6% | +81.9% | +83.4% |
| 3Y | -1.2% | -35.2% | +34.0% | +11.4% |
| 5Y | -6.1% | -29.1% | +23.0% | +0.9% |
| All | +176.4% | +13.4% | +163.0% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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