+48.2%
CVX vs ZCMD
-100.0%
+148.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.7% | +0.6% |
| 7D | +2.6% | -5.4% | +8.0% | +2.6% |
| 30D | +9.8% | -24.8% | +34.6% | +10.0% |
| 3M | +16.2% | -62.8% | +79.0% | +15.7% |
| 6M | +13.6% | -99.5% | +113.1% | +17.2% |
| YTD | +44.4% | -99.8% | +144.1% | +50.1% |
| 1Y | +40.6% | -99.9% | +140.5% | +47.5% |
| 3Y | +48.2% | -100.0% | +148.2% | +53.6% |
| All | +48.2% | -100.0% | +148.2% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 3y: compounded portfolio wealth divided by compounded ZCMD 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…
3y analysis · Full analysis span regression · 6 months rolling