This supercapacitor word is very fancy....but the device which perform in desired range i.e. voltage window and current limit is the fruitful product or result...otherwise any miniature surface holds the charge will become supercapacitor...hence one needs to choose materials....adopt methods....validate results to make efficient device.
In the case of the nanocomposite you mentioned, you can definitely observe supercapacitor properties, provided you can correctly determine the electrochemical parameters such as the voltage window, current density, scan speed, electrolyte concentration, etc.
CNT can show good supercapacitor properties and zinc oxide has low electrical conductivity. You must have a proper justification for combining these two materials.