+6.5%
Z vs CNI
+145.6%
-139.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.2% |
| 7D | -4.6% | +0.3% | -4.9% | -4.5% |
| 30D | +8.3% | +7.2% | +1.1% | +3.9% |
| 3M | -11.6% | -1.3% | -10.3% | -10.5% |
| 6M | -33.6% | +11.8% | -45.4% | -38.4% |
| YTD | -56.7% | +27.7% | -84.4% | -63.8% |
| 1Y | -59.1% | +33.5% | -92.6% | -67.0% |
| 3Y | -20.4% | +19.3% | -39.7% | -31.3% |
| 5Y | -55.3% | +3.1% | -58.4% | -57.2% |
| 10Y | -14.2% | +141.2% | -155.4% | -51.5% |
| All | +6.5% | +145.6% | -139.0% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling