-70.0%
CPNG vs ZBH
-36.3%
-33.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | -7.6% | -4.9% | -2.7% | -5.8% |
| 30D | -8.8% | -3.2% | -5.6% | -7.7% |
| 3M | -7.2% | +5.8% | -13.1% | -9.9% |
| 6M | -21.5% | +2.0% | -23.5% | -23.0% |
| YTD | -37.4% | +5.8% | -43.2% | -39.8% |
| 1Y | -54.3% | -7.9% | -46.4% | -53.6% |
| 3Y | -20.3% | -19.4% | -0.9% | -15.9% |
| 5Y | -51.2% | -29.5% | -21.7% | -50.0% |
| All | -70.0% | -36.3% | -33.7% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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