-57.7%
Z vs CNI
+32.7%
-90.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +3.7% |
| 7D | +0.8% | +2.5% | -1.7% | -0.1% |
| 30D | +5.2% | +6.1% | -0.9% | +3.9% |
| 3M | -17.0% | +0.1% | -17.2% | -17.4% |
| 6M | -22.7% | +14.9% | -37.6% | -24.2% |
| YTD | -56.3% | +30.9% | -87.2% | -58.4% |
| 1Y | -57.7% | +33.9% | -91.6% | -60.5% |
| All | -57.7% | +32.7% | -90.4% | -60.5% |
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 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