+73.4%
CNP vs ZBRA
-45.5%
+118.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.4% | +0.5% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | +3.8% | -14.0% | +17.8% | +4.8% |
| 3M | +2.4% | -14.7% | +17.0% | +3.3% |
| 6M | -1.2% | +31.3% | -32.5% | -3.8% |
| YTD | +9.3% | +33.4% | -24.2% | +5.9% |
| 1Y | +6.4% | +34.1% | -27.7% | +3.1% |
| 3Y | +66.4% | +59.9% | +6.4% | +51.7% |
| All | +73.4% | -45.5% | +118.9% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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