-14.1%
STZ vs CNI
+127.4%
-141.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.7% | -5.6% |
| 7D | -7.4% | +2.5% | -9.9% | -8.4% |
| 30D | -10.9% | -2.5% | -8.4% | -9.9% |
| 3M | -13.4% | +2.7% | -16.2% | -14.6% |
| 6M | -16.2% | +16.9% | -33.1% | -22.1% |
| YTD | -10.4% | +26.3% | -36.8% | -19.7% |
| 1Y | -14.8% | +31.1% | -45.9% | -25.1% |
| 3Y | -50.1% | +21.1% | -71.2% | -55.3% |
| 5Y | -38.8% | +11.0% | -49.8% | -44.2% |
| 10Y | -14.1% | +128.1% | -142.2% | -47.1% |
| All | -14.1% | +127.4% | -141.4% | -47.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling