+319.2%
ZETA vs CVE
+221.3%
+98.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | +26.5% | +4.6% | +21.8% | +25.0% |
| 30D | +10.3% | -12.0% | +22.3% | +13.7% |
| 3M | +30.5% | -3.8% | +34.3% | +31.2% |
| 6M | +129.4% | -2.7% | +132.1% | +128.2% |
| YTD | +83.1% | +73.6% | +9.5% | +49.8% |
| 1Y | +82.1% | +62.0% | +20.1% | +52.2% |
| 3Y | +352.3% | +72.7% | +279.6% | +256.9% |
| 5Y | +293.1% | +153.9% | +139.2% | +144.6% |
| All | +319.2% | +221.3% | +98.0% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling