+151.2%
CVX vs ZETA
+306.8%
-155.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.7% |
| 7D | +3.4% | +18.1% | -14.7% | +2.8% |
| 30D | -1.0% | +13.6% | -14.5% | -1.5% |
| 3M | +12.2% | +23.7% | -11.5% | +11.2% |
| 6M | +20.3% | +128.5% | -108.1% | +16.2% |
| YTD | +48.3% | +80.1% | -31.8% | +44.1% |
| 1Y | +46.9% | +98.0% | -51.1% | +42.0% |
| 3Y | +73.1% | +348.6% | -275.5% | +53.4% |
| 5Y | +135.2% | +286.6% | -151.4% | +102.7% |
| All | +151.2% | +306.8% | -155.6% | +123.6% |
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