+140.6%
CNP vs ZBH
+19.2%
+121.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.7% |
| 7D | +2.5% | -2.1% | +4.6% | +3.1% |
| 30D | +4.0% | +13.6% | -9.5% | -0.5% |
| 3M | +1.6% | +7.1% | -5.5% | -1.3% |
| 6M | -1.7% | +26.1% | -27.8% | -9.7% |
| YTD | +8.6% | +17.2% | -8.6% | +1.3% |
| 1Y | +5.8% | +17.4% | -11.6% | -1.4% |
| 3Y | +63.0% | +2.0% | +61.0% | +55.4% |
| 5Y | +74.7% | -15.0% | +89.6% | +74.6% |
| All | +140.6% | +19.2% | +121.3% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling