+408.3%
CNP vs ZBH
+287.8%
+120.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +1.1% | -2.8% | +3.9% | +2.0% |
| 30D | -1.8% | -0.1% | -1.7% | -1.9% |
| 3M | -4.6% | +13.4% | -18.1% | -8.7% |
| 6M | -8.8% | +3.0% | -11.8% | -10.5% |
| YTD | +5.2% | +9.7% | -4.4% | +1.1% |
| 1Y | +8.3% | -5.4% | +13.7% | +8.2% |
| 3Y | +54.9% | -15.6% | +70.5% | +58.0% |
| 5Y | +73.5% | -28.1% | +101.6% | +83.1% |
| 10Y | +139.1% | -15.2% | +154.4% | +129.1% |
| All | +408.3% | +287.8% | +120.5% | +164.3% |
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