-37.0%
STZ vs CNI
+18.4%
-55.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.1% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | +20.9% | +7.2% | +13.7% | +18.0% |
| 3M | +8.0% | -1.3% | +9.3% | +8.5% |
| 6M | -5.3% | +11.8% | -17.1% | -9.3% |
| YTD | +5.9% | +27.7% | -21.7% | -3.5% |
| 1Y | +14.2% | +33.5% | -19.3% | +2.3% |
| 3Y | -37.0% | +19.3% | -56.3% | -42.4% |
| All | -37.0% | +18.4% | -55.3% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling