-43.6%
ZS vs CVE
+142.8%
-186.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -16.9% | -16.1% | -0.8% | -13.6% |
| 30D | -7.4% | -10.4% | +2.9% | -5.3% |
| 3M | +21.6% | -2.4% | +23.9% | +21.9% |
| 6M | +42.4% | -4.4% | +46.8% | +42.9% |
| YTD | -12.1% | +64.9% | -77.1% | -23.3% |
| 1Y | -37.8% | +66.0% | -103.9% | -46.0% |
| 3Y | +20.9% | +57.7% | -36.7% | +2.9% |
| All | -43.6% | +142.8% | -186.4% | -54.4% |
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