+43.5%
CVX vs Z
-64.1%
+107.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +1.0% | -7.1% | +8.0% | +0.4% |
| 30D | +10.7% | -4.8% | +15.4% | +10.3% |
| 3M | +15.5% | -9.3% | +24.8% | +15.0% |
| 6M | +14.9% | -29.0% | +43.9% | +12.8% |
| YTD | +44.2% | -52.9% | +97.1% | +40.2% |
| 1Y | +43.5% | -63.1% | +106.7% | +40.5% |
| All | +43.5% | -64.1% | +107.7% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling