+156.0%
STT vs CNI
+11.3%
+144.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.4% | -1.1% | -0.3% | -0.7% |
| 30D | +2.2% | -3.5% | +5.7% | +4.2% |
| 3M | +18.8% | +2.2% | +16.6% | +16.7% |
| 6M | +57.9% | +15.1% | +42.8% | +43.9% |
| YTD | +51.0% | +24.7% | +26.3% | +30.1% |
| 1Y | +77.1% | +33.4% | +43.8% | +45.8% |
| 3Y | +199.8% | +19.5% | +180.3% | +158.2% |
| 5Y | +156.0% | +12.6% | +143.4% | +129.5% |
| All | +156.0% | +11.3% | +144.7% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling