+1,424.2%
CNP vs ZBRA
+9,227.6%
-7,803.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -0.9% |
| 7D | +1.1% | +1.8% | -0.7% | +0.9% |
| 30D | -1.8% | -1.7% | -0.1% | -1.7% |
| 3M | -4.6% | +47.8% | -52.4% | -9.6% |
| 6M | -8.8% | +56.7% | -65.6% | -14.4% |
| YTD | +5.2% | +49.4% | -44.2% | -0.9% |
| 1Y | +8.3% | +16.5% | -8.2% | +4.8% |
| 3Y | +54.9% | +31.5% | +23.4% | +44.6% |
| 5Y | +73.5% | -38.6% | +112.1% | +74.8% |
| 10Y | +139.1% | +421.0% | -281.8% | +84.8% |
| All | +1,424.2% | +9,227.6% | -7,803.4% | +869.3% |
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