+61.0%
ZM vs CVE
+231.4%
-170.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +2.2% |
| 7D | +11.0% | +5.9% | +5.1% | +11.1% |
| 30D | +5.6% | -10.9% | +16.5% | +5.5% |
| 3M | -9.1% | -4.5% | -4.6% | -9.2% |
| 6M | -2.6% | -1.0% | -1.6% | -2.6% |
| YTD | +15.7% | +74.7% | -59.1% | +16.8% |
| 1Y | +18.8% | +65.8% | -47.1% | +19.8% |
| 3Y | +62.2% | +73.2% | -11.0% | +63.0% |
| 5Y | -60.9% | +155.6% | -216.5% | -58.5% |
| All | +61.0% | +231.4% | -170.4% | +161.3% |
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 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