+45.0%
ZM vs CVE
+212.8%
-167.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -5.9% | -16.1% | +10.2% | -6.1% |
| 30D | -5.2% | -10.4% | +5.2% | -5.3% |
| 3M | -11.3% | -2.4% | -8.9% | -11.3% |
| 6M | -14.5% | -4.4% | -10.1% | -14.5% |
| YTD | +4.2% | +64.9% | -60.8% | +5.1% |
| 1Y | +9.3% | +66.0% | -56.7% | +10.3% |
| 3Y | +45.4% | +57.7% | -12.3% | +45.8% |
| 5Y | -66.0% | +144.7% | -210.8% | -63.9% |
| All | +45.0% | +212.8% | -167.8% | +135.2% |
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