+298.0%
CVX vs Z
+10.9%
+287.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.8% | -4.7% | -1.2% |
| 7D | -7.5% | -5.2% | -2.3% | -7.1% |
| 30D | -0.6% | +5.7% | -6.3% | -1.4% |
| 3M | +14.0% | -8.7% | +22.7% | +14.3% |
| 6M | +18.1% | -26.0% | +44.1% | +20.7% |
| YTD | +42.2% | -55.0% | +97.2% | +52.3% |
| 1Y | +41.3% | -58.0% | +99.3% | +52.3% |
| 3Y | +68.3% | -15.2% | +83.5% | +63.4% |
| 5Y | +122.0% | -53.8% | +175.8% | +124.0% |
| 10Y | +198.6% | -14.5% | +213.1% | +132.4% |
| All | +298.0% | +10.9% | +287.0% | +198.5% |
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 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