-60.2%
Z vs CNI
+37.2%
-97.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -13.1% | -1.1% | -12.0% | -12.7% |
| 30D | +5.9% | +7.6% | -1.8% | +4.2% |
| 3M | -13.7% | +1.6% | -15.2% | -14.2% |
| 6M | -27.1% | +16.6% | -43.7% | -28.7% |
| YTD | -56.8% | +31.3% | -88.1% | -58.8% |
| 1Y | -60.2% | +35.2% | -95.4% | -62.9% |
| All | -60.2% | +37.2% | -97.4% | -62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling