-63.8%
ZM vs CVE
+136.5%
-200.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -1.0% | -10.0% | +9.0% | +0.4% |
| 30D | -7.0% | -11.9% | +4.9% | -5.4% |
| 3M | -15.2% | -5.9% | -9.2% | -14.7% |
| 6M | -16.8% | -1.6% | -15.2% | -17.1% |
| YTD | +5.4% | +66.3% | -60.9% | -3.7% |
| 1Y | +9.3% | +57.5% | -48.2% | +0.7% |
| 3Y | +46.5% | +65.4% | -18.9% | +30.7% |
| 5Y | -63.8% | +144.2% | -208.0% | -64.3% |
| All | -63.8% | +136.5% | -200.3% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling