+517.8%
ZS vs CVE
+297.1%
+220.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.7% | -6.4% | -8.8% |
| 7D | -17.7% | -14.1% | -3.7% | -16.2% |
| 30D | -3.9% | -11.6% | +7.7% | -2.6% |
| 3M | +26.1% | 0.0% | +26.1% | +26.0% |
| 6M | +44.2% | -8.4% | +52.6% | +45.3% |
| YTD | -9.4% | +65.9% | -75.3% | -15.3% |
| 1Y | -37.1% | +69.4% | -106.5% | -41.4% |
| 3Y | +24.0% | +55.9% | -31.9% | +15.0% |
| 5Y | -39.8% | +146.2% | -185.9% | -46.4% |
| All | +517.8% | +297.1% | +220.7% | +420.4% |
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 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