+199.5%
ZTS vs CVE
+12.4%
+187.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.7% | -5.2% | -7.7% |
| 7D | +4.9% | -14.1% | +19.0% | +6.5% |
| 30D | +15.9% | -11.6% | +27.5% | +17.2% |
| 3M | +11.1% | 0.0% | +11.1% | +10.8% |
| 6M | -26.0% | -8.4% | -17.6% | -25.7% |
| YTD | -33.3% | +65.9% | -99.2% | -37.5% |
| 1Y | -30.3% | +69.4% | -99.7% | -35.0% |
| 3Y | -47.0% | +55.9% | -103.0% | -50.8% |
| 5Y | -59.7% | +146.2% | -205.9% | -65.3% |
| 10Y | +80.3% | +140.6% | -60.3% | +36.7% |
| All | +199.5% | +12.4% | +187.0% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling