+146.4%
CVE vs Z
+22.6%
+123.8%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +9.4% | -17.1% | -9.1% |
| 7D | -12.1% | +10.2% | -22.3% | -13.6% |
| 30D | -9.8% | +23.7% | -33.5% | -13.4% |
| 3M | -0.7% | -6.6% | +5.8% | -0.7% |
| 6M | -4.3% | -23.0% | +18.7% | -1.7% |
| YTD | +70.6% | -50.3% | +120.9% | +87.4% |
| 1Y | +73.2% | -53.6% | +126.7% | +92.2% |
| 3Y | +60.3% | -10.1% | +70.4% | +51.4% |
| 5Y | +159.3% | -49.8% | +209.1% | +160.2% |
| 10Y | +147.4% | -1.6% | +149.0% | +73.8% |
| All | +146.4% | +22.6% | +123.8% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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