+87.7%
CNP vs ZS
+517.5%
-429.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.7% |
| 7D | +1.1% | -7.8% | +8.9% | +1.2% |
| 30D | -1.8% | +5.0% | -6.9% | -2.0% |
| 3M | -4.6% | +25.5% | -30.2% | -5.2% |
| 6M | -8.8% | +8.7% | -17.5% | -9.3% |
| YTD | +5.2% | -24.5% | +29.7% | +5.6% |
| 1Y | +8.3% | -36.7% | +45.0% | +9.1% |
| 3Y | +54.9% | +7.2% | +47.7% | +52.8% |
| 5Y | +73.5% | -40.9% | +114.4% | +71.3% |
| All | +87.7% | +517.5% | -429.8% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling