+19.1%
CNI vs ZCMD
-100.0%
+119.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +0.9% |
| 7D | -0.4% | -5.4% | +5.1% | -0.4% |
| 30D | -2.7% | -24.8% | +22.1% | -2.7% |
| 3M | +3.9% | -62.8% | +66.7% | +3.6% |
| 6M | +16.4% | -99.5% | +115.9% | +18.2% |
| YTD | +25.8% | -99.8% | +125.6% | +28.3% |
| 1Y | +32.4% | -99.9% | +132.3% | +35.9% |
| 3Y | +19.1% | -100.0% | +119.1% | +23.4% |
| All | +19.1% | -100.0% | +119.1% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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