+128.3%
CVX vs ZETA
+271.1%
-142.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.6% | -6.6% | +0.7% |
| 7D | -1.7% | +18.8% | -20.5% | -2.3% |
| 30D | -0.8% | +12.6% | -13.4% | -1.2% |
| 3M | +9.4% | +29.5% | -20.1% | +8.3% |
| 6M | +17.5% | +128.6% | -111.1% | +13.7% |
| YTD | +43.8% | +85.5% | -41.6% | +39.8% |
| 1Y | +41.9% | +90.6% | -48.7% | +37.6% |
| 3Y | +69.1% | +358.0% | -288.9% | +49.7% |
| 5Y | +128.3% | +282.0% | -153.7% | +101.0% |
| All | +128.3% | +271.1% | -142.8% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling