-9.0%
STZ vs CNI
+127.3%
-136.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.9% | -2.1% | +0.2% | -1.1% |
| 30D | -1.9% | -3.3% | +1.4% | -0.5% |
| 3M | -6.2% | +3.8% | -10.0% | -7.9% |
| 6M | -14.0% | +12.7% | -26.7% | -18.7% |
| YTD | -5.1% | +26.3% | -31.4% | -15.0% |
| 1Y | -9.6% | +29.9% | -39.5% | -20.2% |
| 3Y | -47.2% | +15.9% | -63.2% | -51.7% |
| 5Y | -33.6% | +6.9% | -40.5% | -38.3% |
| All | -9.0% | +127.3% | -136.2% | -43.9% |
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 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