+16,011.1%
STX vs CNI
+2,426.5%
+13,584.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.2% |
| 7D | +2.4% | -2.1% | +4.4% | +3.6% |
| 30D | +1.4% | -3.3% | +4.7% | +3.3% |
| 3M | -8.2% | +3.8% | -12.0% | -11.0% |
| 6M | +127.0% | +12.7% | +114.4% | +108.2% |
| YTD | +209.1% | +26.3% | +182.9% | +163.2% |
| 1Y | +365.4% | +29.9% | +335.5% | +287.3% |
| 3Y | +1,135.4% | +15.9% | +1,119.4% | +985.0% |
| 5Y | +991.5% | +6.9% | +984.6% | +897.9% |
| 10Y | +3,695.8% | +126.8% | +3,569.0% | +1,962.1% |
| All | +16,011.1% | +2,426.5% | +13,584.6% | +2,288.9% |
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