+53.9%
CVX vs ZYBT
-58.9%
+112.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | +2.6% | -3.7% | +6.3% | +2.6% |
| 30D | +9.8% | 0.0% | +9.8% | +9.8% |
| 3M | +16.2% | +72.2% | -56.0% | +14.7% |
| 6M | +13.6% | +103.1% | -89.5% | +11.2% |
| YTD | +44.4% | +34.8% | +9.6% | +42.2% |
| 1Y | +40.6% | -83.2% | +123.8% | +44.1% |
| All | +53.9% | -58.9% | +112.8% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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