+8.3%
CNP vs ZS
-41.0%
+49.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -0.8% |
| 7D | +0.7% | -3.8% | +4.5% | +0.5% |
| 30D | -0.1% | -6.0% | +5.9% | -0.2% |
| 3M | -5.6% | +32.0% | -37.6% | -4.4% |
| 6M | -7.5% | +2.1% | -9.6% | -6.3% |
| YTD | +5.5% | -26.2% | +31.7% | +5.1% |
| 1Y | +8.3% | -41.2% | +49.5% | +6.5% |
| All | +8.3% | -41.0% | +49.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling