+424.7%
CNP vs ZBH
+314.6%
+110.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +1.6% | +7.1% | -5.5% | -1.4% |
| 6M | -1.7% | +26.1% | -27.8% | -9.7% |
| YTD | +8.6% | +17.2% | -8.6% | +1.4% |
| 1Y | +5.8% | +17.4% | -11.6% | -1.4% |
| 3Y | +63.0% | +2.0% | +61.0% | +55.5% |
| 5Y | +74.7% | -15.0% | +89.6% | +73.8% |
| 10Y | +143.7% | +19.4% | +124.3% | +109.4% |
| All | +424.7% | +314.6% | +110.2% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling