+11.8%
STZ vs CNI
+145.2%
-133.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.4% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +19.6% | +8.0% | +11.6% | +15.7% |
| 3M | +8.0% | +1.0% | +7.0% | +7.4% |
| 6M | -0.3% | +15.2% | -15.4% | -6.5% |
| YTD | +8.6% | +30.9% | -22.3% | -4.1% |
| 1Y | +17.3% | +36.2% | -18.8% | +1.7% |
| 3Y | -34.7% | +22.6% | -57.3% | -41.6% |
| 5Y | -27.6% | +6.4% | -34.0% | -32.2% |
| 10Y | +11.8% | +142.0% | -130.2% | -26.1% |
| All | +11.8% | +145.2% | -133.4% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling