+1,255.0%
CNP vs STZ
+9,621.1%
-8,366.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +1.1% | -1.9% | +3.0% | +1.5% |
| 30D | -1.8% | -1.9% | +0.1% | -1.5% |
| 3M | -4.6% | -6.2% | +1.6% | -3.6% |
| 6M | -8.8% | -14.0% | +5.2% | -6.5% |
| YTD | +5.2% | -5.1% | +10.4% | +5.6% |
| 1Y | +8.3% | -9.6% | +17.9% | +9.4% |
| 3Y | +54.9% | -47.2% | +102.1% | +72.2% |
| 5Y | +73.5% | -33.6% | +107.1% | +83.9% |
| 10Y | +139.1% | -9.8% | +148.9% | +137.1% |
| All | +1,255.0% | +9,621.1% | -8,366.1% | +732.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling