-1.2%
CNP vs ZBH
+26.1%
-27.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | +1.3% | -2.3% | +3.6% | +1.3% |
| 30D | +3.8% | +12.5% | -8.7% | +3.2% |
| 3M | +2.4% | +3.9% | -1.6% | +2.7% |
| 6M | -1.2% | +25.4% | -26.6% | -4.1% |
| All | -1.2% | +26.1% | -27.3% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling