+73.8%
CNP vs ZS
-43.5%
+117.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -0.1% | -13.7% | +13.6% | +0.1% |
| 30D | +5.0% | -14.2% | +19.2% | +5.2% |
| 3M | +2.7% | +8.5% | -5.9% | +2.5% |
| 6M | -1.9% | +30.2% | -32.1% | -2.5% |
| YTD | +8.8% | -13.8% | +22.6% | +9.1% |
| 1Y | +5.6% | -41.5% | +47.2% | +7.1% |
| 3Y | +63.2% | +10.7% | +52.5% | +61.0% |
| 5Y | +73.8% | -43.6% | +117.4% | +67.0% |
| All | +73.8% | -43.5% | +117.3% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling