+97.5%
CNC vs STZ
+15.6%
+81.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +2.2% | +2.6% | -0.4% | +1.8% |
| 30D | +1.6% | +15.2% | -13.6% | +0.2% |
| 3M | +7.9% | +7.6% | +0.3% | +6.6% |
| 6M | +21.2% | +5.3% | +15.9% | +20.1% |
| YTD | +73.2% | +8.6% | +64.6% | +64.1% |
| 1Y | +97.5% | +15.6% | +81.9% | +89.2% |
| All | +97.5% | +15.6% | +81.9% | +89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling