+130.0%
CVX vs JBL
+299.0%
-169.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.8% |
| 7D | +3.4% | +6.3% | -2.9% | +2.8% |
| 30D | -1.0% | -13.5% | +12.5% | +0.3% |
| 3M | +12.2% | -31.3% | +43.5% | +15.9% |
| 6M | +20.3% | -28.4% | +48.8% | +23.3% |
| YTD | +48.3% | +11.6% | +36.7% | +41.1% |
| 1Y | +46.9% | +26.1% | +20.8% | +36.7% |
| 3Y | +73.1% | +97.4% | -24.2% | +43.2% |
| All | +130.0% | +299.0% | -169.0% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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