+7.9%
ZBH vs CNI
+37.5%
-29.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +2.1% | +11.4% | +12.5% |
| 7D | +14.3% | +3.7% | +10.5% | +12.6% |
| 30D | +20.3% | +8.1% | +12.2% | +16.7% |
| 3M | +15.3% | +1.9% | +13.4% | +14.2% |
| 6M | +33.9% | +19.2% | +14.8% | +25.9% |
| YTD | +23.5% | +32.7% | -9.2% | +12.8% |
| 1Y | +7.9% | +37.0% | -29.1% | -1.8% |
| All | +7.9% | +37.5% | -29.7% | -1.8% |
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 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