+1,092.8%
STX vs CNI
+11.3%
+1,081.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | +8.0% | -1.1% | +9.1% | +8.5% |
| 30D | +5.1% | -3.5% | +8.6% | +6.8% |
| 3M | +5.8% | +2.2% | +3.5% | +3.9% |
| 6M | +124.9% | +15.1% | +109.9% | +106.3% |
| YTD | +213.9% | +24.7% | +189.2% | +174.2% |
| 1Y | +350.4% | +33.4% | +317.0% | +276.5% |
| 3Y | +1,314.2% | +19.5% | +1,294.7% | +1,127.8% |
| 5Y | +1,092.8% | +12.6% | +1,080.2% | +979.4% |
| All | +1,092.8% | +11.3% | +1,081.5% | +979.4% |
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