+138.3%
CVX vs ZETA
+247.9%
-109.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.1% |
| 7D | +3.3% | +2.7% | +0.7% | +3.2% |
| 30D | +12.9% | +15.8% | -2.9% | +12.2% |
| 3M | +11.7% | +35.4% | -23.7% | +10.3% |
| 6M | +14.1% | +67.1% | -53.0% | +11.5% |
| YTD | +40.7% | +54.1% | -13.4% | +37.6% |
| 1Y | +37.5% | +67.8% | -30.3% | +33.5% |
| 3Y | +43.9% | +311.4% | -267.5% | +27.7% |
| 5Y | +161.5% | +324.8% | -163.3% | +123.6% |
| All | +138.3% | +247.9% | -109.7% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling