+415.5%
CNQ vs STZ
-11.3%
+426.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | +0.1% | -4.5% | +4.6% | +1.7% |
| 30D | +6.2% | -8.6% | +14.8% | +9.5% |
| 3M | +12.4% | -13.8% | +26.1% | +18.0% |
| 6M | +9.0% | -17.2% | +26.2% | +15.6% |
| YTD | +52.2% | -9.4% | +61.6% | +54.5% |
| 1Y | +65.0% | -11.9% | +76.9% | +68.6% |
| 3Y | +78.8% | -49.6% | +128.4% | +126.1% |
| 5Y | +286.0% | -37.2% | +323.1% | +329.2% |
| All | +415.5% | -11.3% | +426.8% | +409.9% |
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