+9.6%
ZM vs CVE
+73.4%
-63.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.6% | 0.0% |
| 7D | -8.4% | -12.1% | +3.7% | -8.3% |
| 30D | -1.9% | -9.8% | +7.9% | -1.7% |
| 3M | -10.1% | -0.7% | -9.4% | -9.9% |
| 6M | -13.9% | -4.3% | -9.6% | -14.2% |
| YTD | +6.4% | +70.6% | -64.2% | +17.7% |
| 1Y | +9.6% | +73.2% | -63.6% | +21.8% |
| All | +9.6% | +73.4% | -63.8% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling