+69.9%
CNP vs ZCMD
-100.0%
+169.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -0.9% |
| 7D | +0.7% | -4.1% | +4.8% | +0.7% |
| 30D | -0.1% | -22.7% | +22.7% | 0.0% |
| 3M | -5.6% | -62.5% | +56.9% | -5.8% |
| 6M | -7.5% | -99.5% | +92.0% | -6.5% |
| YTD | +5.5% | -99.7% | +105.2% | +6.7% |
| 1Y | +8.3% | -99.9% | +108.2% | +9.7% |
| 3Y | +51.8% | -100.0% | +151.7% | +52.9% |
| 5Y | +69.9% | -100.0% | +169.9% | +69.3% |
| All | +69.9% | -100.0% | +169.9% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling