+56.7%
CNP vs STZ
-47.3%
+104.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +1.1% | -1.9% | +3.0% | +1.4% |
| 30D | -1.8% | -1.9% | +0.1% | -1.6% |
| 3M | -4.6% | -6.2% | +1.6% | -3.7% |
| 6M | -8.8% | -14.0% | +5.2% | -6.8% |
| YTD | +5.2% | -5.1% | +10.4% | +5.1% |
| 1Y | +8.3% | -9.6% | +17.9% | +9.1% |
| All | +56.7% | -47.3% | +104.0% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling