-26.7%
ZTS vs CVE
+73.4%
-100.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -7.6% | +15.1% | +6.6% |
| 7D | +15.4% | -12.1% | +27.5% | +14.1% |
| 30D | +25.8% | -9.8% | +35.5% | +24.5% |
| 3M | +18.1% | -0.7% | +18.8% | +17.5% |
| 6M | -19.7% | -4.3% | -15.4% | -20.2% |
| YTD | -27.5% | +70.6% | -98.1% | -24.8% |
| 1Y | -26.7% | +73.2% | -99.9% | -23.6% |
| All | -26.7% | +73.4% | -100.1% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling