+242.2%
ZETA vs CNI
+22.3%
+219.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | -0.1% | +0.9% | -0.9% | -0.7% |
| 30D | +10.5% | -2.1% | +12.6% | +12.2% |
| 3M | +44.3% | +1.8% | +42.5% | +41.6% |
| 6M | +59.4% | +14.8% | +44.6% | +40.9% |
| YTD | +49.5% | +25.4% | +24.1% | +21.4% |
| 1Y | +62.7% | +32.9% | +29.7% | +25.4% |
| 3Y | +274.6% | +20.2% | +254.5% | +205.5% |
| 5Y | +349.3% | +12.2% | +337.2% | +290.0% |
| All | +242.2% | +22.3% | +219.9% | +173.7% |
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 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