+302.7%
CVX vs Z
+6.6%
+296.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -1.7% | -13.1% | +11.4% | -0.4% |
| 30D | -0.8% | +5.9% | -6.7% | -1.7% |
| 3M | +9.4% | -13.7% | +23.1% | +10.3% |
| 6M | +17.5% | -27.1% | +44.6% | +20.2% |
| YTD | +43.8% | -56.8% | +100.6% | +54.6% |
| 1Y | +41.9% | -60.2% | +102.1% | +53.8% |
| 3Y | +69.1% | -19.7% | +88.8% | +65.0% |
| 5Y | +128.3% | -53.7% | +182.0% | +129.8% |
| 10Y | +204.9% | -16.9% | +221.8% | +137.9% |
| All | +302.7% | +6.6% | +296.1% | +203.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling