+78.8%
CNQ vs STZ
-49.6%
+128.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +0.1% | -4.5% | +4.6% | +0.6% |
| 30D | +6.2% | -8.6% | +14.8% | +7.1% |
| 3M | +12.4% | -13.8% | +26.1% | +14.0% |
| 6M | +9.0% | -17.2% | +26.2% | +11.1% |
| YTD | +52.2% | -9.4% | +61.6% | +52.6% |
| 1Y | +65.0% | -11.9% | +76.9% | +65.9% |
| 3Y | +78.8% | -49.6% | +128.4% | +83.3% |
| All | +78.8% | -49.6% | +128.4% | +83.3% |
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