-61.2%
ZTS vs CVE
+142.8%
-204.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | -0.4% | -16.1% | +15.7% | +0.7% |
| 30D | +11.7% | -10.4% | +22.1% | +12.4% |
| 3M | +3.5% | -2.4% | +5.8% | +3.3% |
| 6M | -27.6% | -4.4% | -23.2% | -27.7% |
| YTD | -35.5% | +64.9% | -100.4% | -38.9% |
| 1Y | -32.1% | +66.0% | -98.1% | -35.8% |
| 3Y | -49.1% | +57.7% | -106.7% | -52.6% |
| All | -61.2% | +142.8% | -204.0% | -64.7% |
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