+1,185.0%
CVX vs JBLU
-60.6%
+1,245.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.3% |
| 7D | +1.0% | -5.6% | +6.6% | +1.7% |
| 30D | +10.7% | -22.3% | +33.0% | +14.4% |
| 3M | +15.5% | -11.0% | +26.5% | +15.9% |
| 6M | +14.9% | -3.1% | +18.0% | +12.1% |
| YTD | +44.2% | -3.7% | +47.9% | +39.6% |
| 1Y | +43.5% | -14.8% | +58.3% | +40.8% |
| 3Y | +45.0% | -15.4% | +60.4% | +30.2% |
| 5Y | +172.2% | -71.4% | +243.5% | +184.5% |
| 10Y | +221.9% | -73.0% | +294.9% | +218.8% |
| All | +1,185.0% | -60.6% | +1,245.6% | +865.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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