+67.9%
CVX vs ZETA
+361.9%
-294.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.6% | -6.6% | +0.9% |
| 7D | -1.7% | +18.8% | -20.5% | -1.9% |
| 30D | -0.8% | +12.6% | -13.4% | -0.9% |
| 3M | +9.4% | +29.5% | -20.1% | +9.1% |
| 6M | +17.5% | +128.6% | -111.1% | +16.1% |
| YTD | +43.8% | +85.5% | -41.6% | +42.4% |
| 1Y | +41.9% | +90.6% | -48.7% | +40.3% |
| All | +67.9% | +361.9% | -294.0% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling