+219.2%
CVX vs ZBRA
+435.2%
-216.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.2% |
| 7D | +2.6% | -3.4% | +6.0% | +3.3% |
| 30D | +9.8% | -7.4% | +17.2% | +11.5% |
| 3M | +16.2% | +57.5% | -41.3% | +3.4% |
| 6M | +13.6% | +64.0% | -50.4% | -0.8% |
| YTD | +44.4% | +44.3% | +0.1% | +29.1% |
| 1Y | +40.6% | +10.9% | +29.7% | +33.7% |
| 3Y | +48.2% | +37.5% | +10.7% | +27.9% |
| 5Y | +172.3% | -39.7% | +211.9% | +186.3% |
| All | +219.2% | +435.2% | -216.1% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling