+63.4%
ZM vs CVE
+267.1%
-203.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +3.2% |
| 7D | +2.9% | +2.5% | +0.4% | +3.0% |
| 30D | +0.7% | +16.7% | -16.0% | +0.9% |
| 3M | -3.7% | +9.3% | -13.0% | -3.6% |
| 6M | +29.9% | +43.6% | -13.7% | +30.6% |
| YTD | +17.4% | +93.6% | -76.2% | +18.7% |
| 1Y | +22.4% | +98.8% | -76.4% | +23.8% |
| 3Y | +41.3% | +73.6% | -32.3% | +41.5% |
| 5Y | -66.0% | +312.5% | -378.5% | -62.4% |
| All | +63.4% | +267.1% | -203.7% | +165.6% |
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