+55.9%
CNI vs ZCMD
-100.0%
+155.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.8% | -0.8% |
| 7D | +0.9% | -4.1% | +5.0% | +0.9% |
| 30D | -2.1% | -22.7% | +20.6% | -2.0% |
| 3M | +1.8% | -62.5% | +64.3% | +1.2% |
| 6M | +14.8% | -99.5% | +114.3% | +18.4% |
| YTD | +25.4% | -99.7% | +125.1% | +30.5% |
| 1Y | +32.9% | -99.9% | +132.8% | +40.1% |
| 3Y | +20.2% | -100.0% | +120.2% | +30.7% |
| 5Y | +12.2% | -100.0% | +112.1% | +22.4% |
| All | +55.9% | -100.0% | +155.9% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling