+91.7%
CNP vs ZCMD
-100.0%
+191.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +3.0% | -0.7% |
| 7D | +1.1% | -8.0% | +9.1% | +1.2% |
| 30D | -1.8% | -27.9% | +26.1% | -1.6% |
| 3M | -4.6% | -74.6% | +69.9% | -4.8% |
| 6M | -8.8% | -99.5% | +90.6% | -5.6% |
| YTD | +5.2% | -99.7% | +105.0% | +9.9% |
| 1Y | +8.3% | -99.9% | +108.2% | +14.2% |
| 3Y | +54.9% | -100.0% | +154.9% | +70.2% |
| 5Y | +73.5% | -100.0% | +173.5% | +91.3% |
| All | +91.7% | -100.0% | +191.7% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling