+5,152.4%
STZ vs CNI
+6,614.8%
-1,462.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.1% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +20.9% | +7.2% | +13.7% | +18.0% |
| 3M | +8.0% | -1.3% | +9.3% | +8.4% |
| 6M | -5.3% | +11.8% | -17.1% | -9.1% |
| YTD | +5.9% | +27.7% | -21.7% | -3.2% |
| 1Y | +14.2% | +33.5% | -19.3% | +2.6% |
| 3Y | -37.0% | +19.3% | -56.3% | -41.6% |
| 5Y | -29.7% | +3.1% | -32.8% | -32.4% |
| 10Y | +5.2% | +141.2% | -136.0% | -25.3% |
| All | +5,152.4% | +6,614.8% | -1,462.4% | +1,623.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling