-14.5%
Z vs CNI
+145.2%
-159.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +2.0% |
| 7D | -5.2% | +0.3% | -5.5% | -5.1% |
| 30D | +5.7% | +8.0% | -2.3% | +0.7% |
| 3M | -8.7% | +1.0% | -9.8% | -9.0% |
| 6M | -26.0% | +15.2% | -41.2% | -32.9% |
| YTD | -55.0% | +30.9% | -85.9% | -63.4% |
| 1Y | -58.0% | +36.2% | -94.1% | -66.8% |
| 3Y | -15.2% | +22.6% | -37.8% | -28.7% |
| 5Y | -53.8% | +6.4% | -60.2% | -56.9% |
| 10Y | -14.5% | +142.0% | -156.5% | -44.7% |
| All | -14.5% | +145.2% | -159.7% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling