+11.8%
STZ vs CNI
+138.5%
-126.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | +14.9% | +7.6% | +7.3% | +11.4% |
| 3M | +8.4% | +1.6% | +6.9% | +7.6% |
| 6M | +2.8% | +16.6% | -13.8% | -4.2% |
| YTD | +7.5% | +31.3% | -23.7% | -5.2% |
| 1Y | +12.5% | +35.2% | -22.7% | -2.2% |
| 3Y | -35.4% | +21.5% | -56.9% | -42.0% |
| 5Y | -29.3% | +8.5% | -37.8% | -34.4% |
| 10Y | +11.8% | +142.9% | -131.1% | -26.1% |
| All | +11.8% | +138.5% | -126.7% | -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