+16.6%
ZS vs CVE
+67.9%
-51.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -11.1% | -10.1% | -1.0% | -9.3% |
| 30D | -14.8% | -12.1% | -2.7% | -12.8% |
| 3M | +18.0% | -1.9% | +19.9% | +18.3% |
| 6M | +30.8% | -1.8% | +32.7% | +30.9% |
| YTD | -11.5% | +65.8% | -77.3% | -22.2% |
| 1Y | -37.8% | +60.8% | -98.6% | -45.0% |
| 3Y | +16.6% | +70.1% | -53.5% | -0.3% |
| All | +16.6% | +67.9% | -51.3% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling