+43.3%
ZM vs CVE
+214.6%
-171.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.5% | -3.3% |
| 7D | -9.1% | -14.1% | +5.0% | -9.2% |
| 30D | -5.7% | -11.6% | +5.9% | -5.8% |
| 3M | -11.7% | 0.0% | -11.8% | -11.7% |
| 6M | -18.6% | -8.4% | -10.2% | -18.7% |
| YTD | +2.9% | +65.9% | -63.0% | +3.9% |
| 1Y | +6.3% | +69.4% | -63.1% | +7.3% |
| 3Y | +41.0% | +55.9% | -14.9% | +41.3% |
| 5Y | -66.4% | +146.2% | -212.6% | -64.3% |
| All | +43.3% | +214.6% | -171.3% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling