+249.0%
ZETA vs CVE
+205.3%
+43.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +5.9% | +5.4% |
| 7D | -0.4% | -16.1% | +15.7% | +4.1% |
| 30D | -8.0% | -10.4% | +2.3% | -5.7% |
| 3M | +21.4% | -2.4% | +23.8% | +21.5% |
| 6M | +80.1% | -4.4% | +84.5% | +79.6% |
| YTD | +52.5% | +64.9% | -12.5% | +26.4% |
| 1Y | +58.5% | +66.0% | -7.5% | +30.8% |
| 3Y | +281.7% | +57.7% | +224.0% | +208.9% |
| 5Y | +237.3% | +144.7% | +92.6% | +111.1% |
| All | +249.0% | +205.3% | +43.8% | +104.7% |
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