+139.0%
CNP vs STZ
+9.8%
+129.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.4% |
| 7D | -4.2% | +4.9% | -9.1% | -6.0% |
| 30D | +5.5% | +20.9% | -15.3% | -1.9% |
| 3M | +0.6% | +8.0% | -7.4% | -2.9% |
| 6M | -2.8% | -5.3% | +2.5% | -1.8% |
| YTD | +7.9% | +5.9% | +1.9% | +3.2% |
| 1Y | +6.7% | +14.2% | -7.6% | -1.3% |
| 3Y | +61.1% | -37.0% | +98.1% | +85.8% |
| 5Y | +73.0% | -29.7% | +102.7% | +86.9% |
| All | +139.0% | +9.8% | +129.2% | +109.4% |
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