-40.0%
ZS vs CVE
+317.2%
-357.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.2% |
| 7D | -7.8% | +2.5% | -10.3% | -8.4% |
| 30D | +5.0% | +16.7% | -11.7% | +1.7% |
| 3M | +25.5% | +9.3% | +16.3% | +22.7% |
| 6M | +8.7% | +43.6% | -34.9% | -0.4% |
| YTD | -24.5% | +93.6% | -118.1% | -35.8% |
| 1Y | -36.7% | +98.8% | -135.5% | -46.8% |
| 3Y | +7.2% | +73.6% | -66.4% | -9.9% |
| All | -40.0% | +317.2% | -357.2% | -52.0% |
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 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