-21.5%
ZBH vs CNI
+19.7%
-41.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -4.7% | -0.4% | -4.3% | -4.5% |
| 30D | -4.5% | -2.7% | -1.8% | -3.6% |
| 3M | +7.6% | +3.9% | +3.6% | +6.2% |
| 6M | +0.3% | +16.4% | -16.1% | -4.7% |
| YTD | +4.5% | +25.8% | -21.3% | -3.4% |
| 1Y | -9.4% | +32.4% | -41.8% | -17.8% |
| 3Y | -21.5% | +19.1% | -40.6% | -27.9% |
| All | -21.5% | +19.7% | -41.2% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling