+1,482.6%
CNP vs ZBRA
+8,231.4%
-6,748.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.4% | +0.4% |
| 7D | +1.3% | +0.6% | +0.7% | +1.2% |
| 30D | +3.8% | -14.0% | +17.8% | +5.5% |
| 3M | +2.4% | -14.7% | +17.0% | +4.1% |
| 6M | -1.2% | +31.3% | -32.5% | -5.2% |
| YTD | +9.3% | +33.4% | -24.2% | +4.1% |
| 1Y | +6.4% | +34.1% | -27.7% | +1.3% |
| 3Y | +66.4% | +59.9% | +6.4% | +51.4% |
| 5Y | +75.7% | -45.3% | +120.9% | +79.3% |
| 10Y | +145.1% | +384.4% | -239.3% | +90.9% |
| All | +1,482.6% | +8,231.4% | -6,748.8% | +918.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling