+344.5%
ZETA vs CNI
+12.6%
+331.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.9% |
| 7D | -3.7% | -0.4% | -3.4% | -3.5% |
| 30D | +5.7% | -2.7% | +8.4% | +7.8% |
| 3M | +50.4% | +3.9% | +46.5% | +45.2% |
| 6M | +65.5% | +16.4% | +49.1% | +44.8% |
| YTD | +48.3% | +25.8% | +22.5% | +20.4% |
| 1Y | +45.4% | +32.4% | +13.0% | +12.7% |
| 3Y | +270.8% | +19.1% | +251.7% | +205.7% |
| All | +344.5% | +12.6% | +331.8% | +289.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling