+73.4%
CNP vs ZCMD
-100.0%
+173.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.6% |
| 7D | +1.3% | -7.7% | +9.0% | +1.3% |
| 30D | +3.8% | -34.8% | +38.6% | +3.9% |
| 3M | +2.4% | -56.3% | +58.7% | +2.5% |
| 6M | -1.2% | -99.7% | +98.5% | -0.2% |
| YTD | +9.3% | -99.9% | +109.1% | +10.4% |
| 1Y | +6.4% | -99.9% | +106.3% | +7.6% |
| 3Y | +66.4% | -100.0% | +166.3% | +66.8% |
| All | +73.4% | -100.0% | +173.4% | +72.0% |
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