-58.7%
ZTS vs CVE
+158.6%
-217.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +1.0% |
| 7D | +5.6% | +5.9% | -0.4% | +5.2% |
| 30D | +12.1% | -10.9% | +22.9% | +12.8% |
| 3M | +11.3% | -4.5% | +15.8% | +11.3% |
| 6M | +14.3% | -1.0% | +15.3% | +13.9% |
| YTD | -31.9% | +74.7% | -106.6% | -35.7% |
| 1Y | -29.3% | +65.8% | -95.1% | -33.0% |
| 3Y | -48.0% | +73.2% | -121.2% | -52.0% |
| All | -58.7% | +158.6% | -217.4% | -62.5% |
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