+5,506.2%
CNQ vs STZ
+2,334.5%
+3,171.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | -0.8% | -4.5% | +3.7% | +0.6% |
| 30D | +5.3% | -8.6% | +13.8% | +8.0% |
| 3M | +11.4% | -13.8% | +25.1% | +16.0% |
| 6M | +8.1% | -17.2% | +25.2% | +13.5% |
| YTD | +50.9% | -9.4% | +60.2% | +53.2% |
| 1Y | +63.6% | -11.9% | +75.4% | +66.9% |
| 3Y | +77.2% | -49.6% | +126.8% | +112.4% |
| 5Y | +282.5% | -37.2% | +319.7% | +322.3% |
| 10Y | +416.1% | -11.3% | +427.4% | +403.7% |
| All | +5,506.2% | +2,334.5% | +3,171.7% | +2,397.0% |
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