+89.0%
CNP vs ZCMD
-100.0%
+189.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.0% | 0.0% |
| 7D | -1.4% | -5.4% | +4.0% | -1.4% |
| 30D | -2.9% | -24.8% | +21.9% | -2.8% |
| 3M | -7.5% | -62.8% | +55.3% | -8.1% |
| 6M | -7.9% | -99.5% | +91.6% | -4.4% |
| YTD | +3.7% | -99.8% | +103.5% | +8.4% |
| 1Y | +4.6% | -99.9% | +104.5% | +10.6% |
| 3Y | +49.1% | -100.0% | +149.1% | +63.9% |
| 5Y | +69.2% | -100.0% | +169.2% | +86.1% |
| All | +89.0% | -100.0% | +189.0% | +154.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 10y: compounded portfolio wealth divided by compounded ZCMD 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…
10y analysis · Full analysis span regression · 6 months rolling