+174.6%
ZTS vs CVE
+31.2%
+143.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -2.0% | +2.5% | -4.5% | -2.2% |
| 30D | +1.9% | +16.7% | -14.8% | +0.2% |
| 3M | -4.0% | +9.3% | -13.3% | -5.1% |
| 6M | -39.1% | +43.6% | -82.7% | -41.8% |
| YTD | -38.8% | +93.6% | -132.4% | -43.5% |
| 1Y | -49.6% | +98.8% | -148.3% | -53.7% |
| 3Y | -59.0% | +73.6% | -132.6% | -62.3% |
| 5Y | -61.8% | +312.5% | -374.2% | -68.9% |
| 10Y | +61.4% | +161.0% | -99.6% | +21.8% |
| All | +174.6% | +31.2% | +143.5% | +126.4% |
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 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