-59.2%
ZTS vs CNI
+18.7%
-77.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | -4.5% | -1.1% | -3.4% | -4.1% |
| 30D | -3.3% | -3.5% | +0.2% | -2.1% |
| 3M | -9.7% | +2.2% | -12.0% | -10.5% |
| 6M | -38.8% | +15.1% | -53.9% | -41.7% |
| YTD | -41.2% | +24.7% | -65.9% | -45.5% |
| 1Y | -50.3% | +33.4% | -83.7% | -55.1% |
| All | -59.2% | +18.7% | -77.9% | -63.0% |
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 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