+37.5%
CVX vs ZS
-37.1%
+74.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.3% |
| 7D | +3.3% | -7.8% | +11.2% | +3.3% |
| 30D | +12.9% | +5.0% | +7.8% | +12.9% |
| 3M | +11.7% | +25.5% | -13.8% | +11.9% |
| 6M | +14.1% | +8.7% | +5.4% | +14.6% |
| YTD | +40.7% | -24.5% | +65.2% | +37.4% |
| 1Y | +37.5% | -36.7% | +74.2% | +39.0% |
| All | +37.5% | -37.1% | +74.6% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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