+47.9%
ZM vs CVE
+214.4%
-166.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | -0.3% | -10.1% | +9.8% | -0.4% |
| 30D | -6.2% | -12.1% | +5.9% | -6.3% |
| 3M | -12.2% | -1.9% | -10.4% | -12.2% |
| 6M | -16.0% | -1.8% | -14.2% | -16.0% |
| YTD | +6.3% | +65.8% | -59.5% | +7.3% |
| 1Y | +12.3% | +60.8% | -48.6% | +13.3% |
| 3Y | +51.2% | +70.1% | -18.9% | +52.1% |
| 5Y | -64.5% | +134.8% | -199.3% | -62.5% |
| All | +47.9% | +214.4% | -166.5% | +140.0% |
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