-16.0%
Z vs CNI
+140.5%
-156.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.3% |
| 7D | -6.5% | +0.4% | -6.8% | -6.4% |
| 30D | -0.1% | +7.6% | -7.7% | -4.6% |
| 3M | -14.1% | +1.9% | -16.0% | -14.8% |
| 6M | -30.1% | +14.8% | -44.8% | -36.5% |
| YTD | -57.5% | +30.5% | -88.0% | -65.3% |
| 1Y | -60.3% | +36.5% | -96.8% | -68.7% |
| 3Y | -21.0% | +20.7% | -41.8% | -32.9% |
| 5Y | -54.9% | +7.0% | -61.9% | -58.1% |
| 10Y | -16.0% | +136.0% | -152.0% | -48.5% |
| All | -16.0% | +140.5% | -156.6% | -48.5% |
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