+164.4%
CVX vs Z
-64.7%
+229.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.2% |
| 7D | +3.3% | -3.0% | +6.3% | +3.5% |
| 30D | +12.9% | -4.2% | +17.1% | +13.0% |
| 3M | +11.7% | -3.7% | +15.4% | +11.8% |
| 6M | +14.1% | -24.5% | +38.7% | +15.5% |
| YTD | +40.7% | -49.3% | +90.0% | +45.6% |
| 1Y | +37.5% | -58.7% | +96.2% | +44.0% |
| 3Y | +43.9% | -34.1% | +78.1% | +45.1% |
| All | +164.4% | -64.7% | +229.2% | +164.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling