+62.8%
CNQ vs STZ
+14.7%
+48.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +5.3% | -12.7% | -7.4% |
| 7D | -9.4% | +13.0% | -22.4% | -9.8% |
| 30D | +2.8% | +29.4% | -26.7% | +1.8% |
| 3M | +8.5% | +11.6% | -3.1% | +7.8% |
| 6M | +6.4% | -0.2% | +6.6% | +6.8% |
| YTD | +50.9% | +8.6% | +42.4% | +47.0% |
| 1Y | +62.8% | +15.9% | +46.9% | +58.2% |
| All | +62.8% | +14.7% | +48.1% | +58.2% |
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