+40.2%
CVX vs ZETA
+61.8%
-21.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +0.7% | -6.5% | +7.2% | +0.5% |
| 30D | +9.1% | +4.8% | +4.3% | +9.3% |
| 3M | +13.1% | +53.3% | -40.3% | +14.5% |
| 6M | +16.3% | +66.8% | -50.6% | +18.0% |
| YTD | +43.5% | +50.2% | -6.7% | +45.0% |
| 1Y | +40.2% | +62.0% | -21.9% | +41.7% |
| All | +40.2% | +61.8% | -21.6% | +41.7% |
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