+58.2%
ZM vs CVE
+223.7%
-165.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.2% | +7.9% |
| 7D | +6.8% | +0.1% | +6.7% | +6.8% |
| 30D | +0.1% | -10.8% | +11.0% | 0.0% |
| 3M | -7.5% | -4.3% | -3.2% | -7.5% |
| 6M | -8.4% | -1.5% | -7.0% | -8.4% |
| YTD | +13.7% | +70.7% | -57.1% | +14.7% |
| 1Y | +15.9% | +58.1% | -42.2% | +16.9% |
| 3Y | +58.0% | +69.8% | -11.8% | +58.8% |
| 5Y | -60.4% | +148.9% | -209.3% | -58.0% |
| All | +58.2% | +223.7% | -165.5% | +156.8% |
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 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