+170.6%
CVX vs JBL
+390.6%
-220.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.2% |
| 7D | +0.7% | -1.0% | +1.7% | +0.8% |
| 30D | +9.1% | -15.1% | +24.2% | +10.8% |
| 3M | +13.1% | -14.0% | +27.1% | +14.3% |
| 6M | +16.3% | +20.6% | -4.4% | +11.3% |
| YTD | +43.5% | +32.9% | +10.6% | +34.7% |
| 1Y | +40.2% | +40.5% | -0.4% | +29.6% |
| 3Y | +44.2% | +183.7% | -139.5% | +12.4% |
| 5Y | +170.6% | +388.3% | -217.7% | +78.5% |
| All | +170.6% | +390.6% | -220.0% | +78.5% |
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