+29.9%
CNI vs ZYBT
-83.2%
+113.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -2.1% | -6.9% | +4.8% | -2.1% |
| 30D | -3.3% | -31.8% | +28.5% | -3.3% |
| 3M | +3.8% | +94.0% | -90.2% | +5.7% |
| 6M | +12.7% | +99.0% | -86.3% | +14.8% |
| YTD | +26.3% | +40.0% | -13.7% | +28.7% |
| 1Y | +29.9% | -79.5% | +109.4% | +32.2% |
| All | +29.9% | -83.2% | +113.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling