-56.3%
Z vs CNI
+2.7%
-59.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.1% |
| 7D | -4.6% | +0.3% | -4.9% | -4.4% |
| 30D | +8.3% | +7.2% | +1.1% | +3.7% |
| 3M | -11.6% | -1.3% | -10.3% | -10.4% |
| 6M | -33.6% | +11.8% | -45.4% | -38.7% |
| YTD | -56.7% | +27.7% | -84.4% | -64.4% |
| 1Y | -59.1% | +33.5% | -92.6% | -67.7% |
| 3Y | -20.4% | +19.3% | -39.7% | -32.8% |
| All | -56.3% | +2.7% | -59.0% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling