+166.7%
CVX vs ZS
+498.3%
-331.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +2.6% | -3.1% | +5.7% | +2.8% |
| 30D | +9.8% | -7.2% | +17.0% | +10.1% |
| 3M | +16.2% | +30.5% | -14.3% | +14.5% |
| 6M | +13.6% | +7.0% | +6.6% | +12.4% |
| YTD | +44.4% | -26.8% | +71.2% | +45.4% |
| 1Y | +40.6% | -42.6% | +83.2% | +43.3% |
| 3Y | +48.2% | -0.3% | +48.5% | +45.3% |
| 5Y | +172.3% | -39.2% | +211.5% | +166.4% |
| All | +166.7% | +498.3% | -331.7% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling