+1,812.6%
STT vs CNI
+6,544.5%
-4,731.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | +2.2% | +2.5% | -0.3% | +0.4% |
| 30D | +3.9% | -2.5% | +6.4% | +5.7% |
| 3M | +19.2% | +2.7% | +16.5% | +16.2% |
| 6M | +60.4% | +16.9% | +43.4% | +41.4% |
| YTD | +51.5% | +26.3% | +25.1% | +25.4% |
| 1Y | +76.3% | +31.1% | +45.2% | +41.5% |
| 3Y | +200.7% | +21.1% | +179.7% | +150.5% |
| 5Y | +157.5% | +11.0% | +146.4% | +126.1% |
| 10Y | +262.0% | +128.1% | +133.9% | +85.6% |
| All | +1,812.6% | +6,544.5% | -4,731.9% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling