+123.8%
STX vs CNI
+37.5%
+86.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.1% | -10.2% | -7.5% |
| 7D | -20.2% | +3.7% | -23.9% | -19.2% |
| 30D | -37.2% | +8.1% | -45.3% | -35.8% |
| 3M | -34.1% | +1.9% | -35.9% | -33.0% |
| 6M | -24.5% | +19.2% | -43.7% | -22.6% |
| YTD | +102.9% | +32.7% | +70.2% | +102.6% |
| 1Y | +123.8% | +37.0% | +86.8% | +121.5% |
| All | +123.8% | +37.5% | +86.2% | +121.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling