+143.0%
CVX vs ZETA
+239.2%
-96.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +0.7% | -6.5% | +7.2% | +0.9% |
| 30D | +9.1% | +4.8% | +4.3% | +8.9% |
| 3M | +13.1% | +53.3% | -40.3% | +11.1% |
| 6M | +16.3% | +66.8% | -50.6% | +13.5% |
| YTD | +43.5% | +50.2% | -6.7% | +40.4% |
| 1Y | +40.2% | +62.0% | -21.9% | +36.2% |
| 3Y | +44.2% | +276.4% | -232.1% | +28.6% |
| 5Y | +170.6% | +341.6% | -171.0% | +130.7% |
| All | +143.0% | +239.2% | -96.1% | +117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling