+159.9%
CVX vs ZS
+517.5%
-357.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -1.1% |
| 7D | +3.3% | -7.8% | +11.2% | +3.7% |
| 30D | +12.9% | +5.0% | +7.8% | +12.5% |
| 3M | +11.7% | +25.5% | -13.8% | +10.3% |
| 6M | +14.1% | +8.7% | +5.4% | +12.8% |
| YTD | +40.7% | -24.5% | +65.2% | +41.5% |
| 1Y | +37.5% | -36.7% | +74.2% | +39.4% |
| 3Y | +43.9% | +7.2% | +36.7% | +40.7% |
| 5Y | +161.5% | -40.9% | +202.4% | +156.2% |
| All | +159.9% | +517.5% | -357.6% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling