+3,259.1%
CVX vs JBL
+42,879.2%
-39,620.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -0.6% | +4.4% | -5.0% | -1.1% |
| 30D | +13.4% | -8.4% | +21.9% | +14.4% |
| 3M | +11.8% | -14.2% | +26.0% | +13.2% |
| 6M | +12.4% | +29.6% | -17.2% | +7.9% |
| YTD | +41.5% | +37.1% | +4.4% | +34.5% |
| 1Y | +41.6% | +49.5% | -7.9% | +32.7% |
| 3Y | +42.2% | +192.7% | -150.4% | +21.0% |
| 5Y | +166.0% | +411.3% | -245.4% | +110.1% |
| 10Y | +207.2% | +1,447.6% | -1,240.4% | +114.4% |
| All | +3,259.1% | +42,879.2% | -39,620.2% | +1,926.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling