-66.2%
ZM vs CVE
+317.2%
-383.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +3.4% |
| 7D | +2.9% | +2.5% | +0.4% | +2.6% |
| 30D | +0.7% | +16.7% | -16.0% | -1.5% |
| 3M | -3.7% | +9.3% | -13.0% | -5.1% |
| 6M | +29.9% | +43.6% | -13.7% | +22.8% |
| YTD | +17.4% | +93.6% | -76.2% | +6.1% |
| 1Y | +22.4% | +98.8% | -76.4% | +9.9% |
| 3Y | +41.3% | +73.6% | -32.3% | +26.2% |
| All | -66.2% | +317.2% | -383.5% | -67.1% |
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