+24.7%
Z vs CNI
+142.9%
-118.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -3.0% | -2.1% | -0.9% | -1.6% |
| 30D | -4.2% | -3.3% | -0.9% | -2.0% |
| 3M | -3.7% | +3.8% | -7.5% | -6.3% |
| 6M | -24.5% | +12.7% | -37.2% | -31.0% |
| YTD | -49.3% | +26.3% | -75.6% | -57.5% |
| 1Y | -58.7% | +29.9% | -88.6% | -66.1% |
| 3Y | -34.1% | +15.9% | -50.1% | -42.4% |
| 5Y | -64.5% | +6.9% | -71.5% | -67.1% |
| 10Y | -0.5% | +126.8% | -127.3% | -42.1% |
| All | +24.7% | +142.9% | -118.2% | -32.8% |
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