+69.3%
CNP vs ZBH
-31.2%
+100.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.2% |
| 7D | -2.2% | -6.6% | +4.4% | -0.9% |
| 30D | -2.1% | -4.9% | +2.9% | -1.2% |
| 3M | -7.9% | +5.1% | -13.0% | -9.1% |
| 6M | -8.3% | +1.3% | -9.7% | -9.1% |
| YTD | +3.8% | +3.4% | +0.4% | +2.3% |
| 1Y | +5.9% | -8.7% | +14.6% | +6.7% |
| 3Y | +49.3% | -21.2% | +70.5% | +55.0% |
| 5Y | +69.3% | -29.2% | +98.5% | +73.5% |
| All | +69.3% | -31.2% | +100.4% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling