-0.3%
ZS vs CNI
+19.7%
-20.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -7.2% | -2.7% | -4.5% | -6.7% |
| 3M | +30.5% | +3.9% | +26.5% | +29.5% |
| 6M | +7.0% | +16.4% | -9.4% | +2.4% |
| YTD | -26.8% | +25.8% | -52.6% | -32.6% |
| 1Y | -42.6% | +32.4% | -75.0% | -48.7% |
| 3Y | -0.3% | +19.1% | -19.4% | -5.3% |
| All | -0.3% | +19.7% | -20.1% | -5.3% |
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 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