-47.3%
ZTS vs CVE
+54.6%
-102.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.7% | -5.2% | -7.9% |
| 7D | +4.9% | -14.1% | +19.0% | +5.2% |
| 30D | +15.9% | -11.6% | +27.5% | +16.1% |
| 3M | +11.1% | 0.0% | +11.1% | +10.6% |
| 6M | -26.0% | -8.4% | -17.6% | -26.1% |
| YTD | -33.3% | +65.9% | -99.2% | -36.1% |
| 1Y | -30.3% | +69.4% | -99.7% | -33.5% |
| All | -47.3% | +54.6% | -102.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling