+4,604.8%
STZ vs CNI
+6,541.6%
-1,936.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.9% | -2.1% | +0.2% | -1.2% |
| 30D | -1.9% | -3.3% | +1.4% | -0.8% |
| 3M | -6.2% | +3.8% | -10.0% | -7.6% |
| 6M | -14.0% | +12.7% | -26.7% | -17.7% |
| YTD | -5.1% | +26.3% | -31.4% | -12.9% |
| 1Y | -9.6% | +29.9% | -39.5% | -18.0% |
| 3Y | -47.2% | +15.9% | -63.2% | -50.6% |
| 5Y | -33.6% | +6.9% | -40.5% | -37.0% |
| 10Y | -9.8% | +126.8% | -136.5% | -34.6% |
| All | +4,604.8% | +6,541.6% | -1,936.8% | +1,450.1% |
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 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