+45.4%
ZETA vs CNI
+33.8%
+11.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -3.7% | -0.4% | -3.4% | -3.6% |
| 30D | +5.7% | -2.7% | +8.4% | +6.4% |
| 3M | +50.4% | +3.9% | +46.5% | +48.8% |
| 6M | +65.5% | +16.4% | +49.1% | +57.0% |
| YTD | +48.3% | +25.8% | +22.5% | +35.1% |
| 1Y | +45.4% | +32.4% | +13.0% | +28.7% |
| All | +45.4% | +33.8% | +11.5% | +28.7% |
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