+172.2%
CVX vs ZETA
+341.5%
-169.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | +1.0% | -0.1% | +1.0% | +0.9% |
| 30D | +10.7% | +10.5% | +0.2% | +10.2% |
| 3M | +15.5% | +44.3% | -28.8% | +13.8% |
| 6M | +14.9% | +59.4% | -44.5% | +12.5% |
| YTD | +44.2% | +49.5% | -5.3% | +41.3% |
| 1Y | +43.5% | +62.7% | -19.2% | +39.6% |
| 3Y | +45.0% | +274.6% | -229.7% | +29.6% |
| 5Y | +172.2% | +349.3% | -177.2% | +134.3% |
| All | +172.2% | +341.5% | -169.4% | +134.3% |
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 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