+130.0%
CVX vs ZS
-45.5%
+175.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +3.4% | -2.6% | +6.0% | +3.6% |
| 30D | -1.0% | -12.8% | +11.9% | -0.4% |
| 3M | +12.2% | +2.3% | +9.9% | +11.8% |
| 6M | +20.3% | +26.3% | -5.9% | +18.0% |
| YTD | +48.3% | -14.4% | +62.7% | +48.2% |
| 1Y | +46.9% | -37.6% | +84.5% | +49.6% |
| 3Y | +73.1% | +8.0% | +65.1% | +68.4% |
| All | +130.0% | -45.5% | +175.5% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling