-36.7%
ZS vs CNI
+29.8%
-66.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.4% |
| 7D | -7.8% | -2.1% | -5.7% | -8.7% |
| 30D | +5.0% | -3.3% | +8.3% | +3.5% |
| 3M | +25.5% | +3.8% | +21.7% | +28.2% |
| 6M | +8.7% | +12.7% | -4.0% | +16.5% |
| YTD | -24.5% | +26.3% | -50.8% | -17.1% |
| 1Y | -36.7% | +29.9% | -66.6% | -30.3% |
| All | -36.7% | +29.8% | -66.5% | -30.3% |
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