+140.6%
CNP vs STZ
+12.6%
+128.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +2.5% | 0.0% | +2.4% | +2.4% |
| 30D | +4.0% | +14.7% | -10.7% | -1.3% |
| 3M | +1.6% | +8.8% | -7.2% | -2.1% |
| 6M | -1.7% | +3.1% | -4.8% | -3.7% |
| YTD | +8.6% | +7.9% | +0.7% | +3.2% |
| 1Y | +5.8% | +14.2% | -8.3% | -2.0% |
| 3Y | +63.0% | -35.2% | +98.2% | +86.0% |
| 5Y | +74.7% | -29.6% | +104.2% | +88.9% |
| All | +140.6% | +12.6% | +128.0% | +106.1% |
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