+78.9%
ZTS vs CVE
+144.4%
-65.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.1% |
| 7D | -7.4% | +0.1% | -7.5% | -7.4% |
| 30D | +9.9% | -10.8% | +20.7% | +10.9% |
| 3M | +10.3% | -4.3% | +14.7% | +10.5% |
| 6M | +9.2% | -1.5% | +10.6% | +8.8% |
| YTD | -32.9% | +70.7% | -103.6% | -37.2% |
| 1Y | -29.7% | +58.1% | -87.8% | -33.7% |
| 3Y | -49.0% | +69.8% | -118.8% | -52.9% |
| 5Y | -59.3% | +148.9% | -208.2% | -64.6% |
| 10Y | +78.9% | +143.5% | -64.6% | +31.6% |
| All | +78.9% | +144.4% | -65.5% | +31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling