+487.3%
ZS vs CVE
+308.6%
+178.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -0.9% |
| 7D | -13.7% | +0.1% | -13.7% | -13.6% |
| 30D | -14.2% | -10.8% | -3.3% | -13.0% |
| 3M | +8.5% | -4.3% | +12.9% | +9.0% |
| 6M | +30.2% | -1.5% | +31.6% | +30.1% |
| YTD | -13.8% | +70.7% | -84.6% | -19.8% |
| 1Y | -41.5% | +58.1% | -99.6% | -45.0% |
| 3Y | +10.7% | +69.8% | -59.1% | +1.8% |
| 5Y | -43.6% | +148.9% | -192.5% | -49.9% |
| All | +487.3% | +308.6% | +178.6% | +393.0% |
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