+297.3%
ZETA vs CVE
+67.9%
+229.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.4% |
| 7D | +6.2% | -10.1% | +16.3% | +7.9% |
| 30D | -2.0% | -12.1% | +10.1% | -0.3% |
| 3M | +21.7% | -1.9% | +23.6% | +21.7% |
| 6M | +89.1% | -1.8% | +91.0% | +88.0% |
| YTD | +59.3% | +65.8% | -6.5% | +37.0% |
| 1Y | +66.2% | +60.8% | +5.3% | +44.0% |
| 3Y | +297.3% | +70.1% | +227.2% | +213.7% |
| All | +297.3% | +67.9% | +229.4% | +213.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling