+37.5%
CVX vs ZETA
+68.7%
-31.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.4% |
| 7D | +3.3% | +2.7% | +0.7% | +3.4% |
| 30D | +12.9% | +15.8% | -2.9% | +13.4% |
| 3M | +11.7% | +35.4% | -23.7% | +13.0% |
| 6M | +14.1% | +67.1% | -53.0% | +16.0% |
| YTD | +40.7% | +54.1% | -13.4% | +42.3% |
| 1Y | +37.5% | +67.8% | -30.3% | +39.3% |
| All | +37.5% | +68.7% | -31.2% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 1y: compounded portfolio wealth divided by compounded ZETA 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…
1y analysis · Full analysis span regression · 6 months rolling