+252.6%
ZETA vs CVE
+258.3%
-5.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.7% |
| 7D | +2.7% | +2.5% | +0.2% | +2.0% |
| 30D | +15.8% | +16.7% | -0.9% | +11.1% |
| 3M | +35.4% | +9.3% | +26.2% | +31.4% |
| 6M | +67.1% | +43.6% | +23.5% | +48.1% |
| YTD | +54.1% | +93.6% | -39.5% | +23.0% |
| 1Y | +67.8% | +98.8% | -30.9% | +32.3% |
| 3Y | +311.4% | +73.6% | +237.8% | +227.4% |
| 5Y | +324.8% | +312.5% | +12.3% | +119.3% |
| All | +252.6% | +258.3% | -5.6% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling