+37.5%
CVX vs JCI
+37.7%
-0.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.1% |
| 7D | +3.3% | +3.8% | -0.5% | +3.7% |
| 30D | +12.9% | -5.7% | +18.5% | +12.3% |
| 3M | +11.7% | -1.4% | +13.1% | +11.9% |
| 6M | +14.1% | +4.1% | +10.0% | +15.4% |
| YTD | +40.7% | +21.7% | +18.9% | +41.2% |
| 1Y | +37.5% | +36.1% | +1.4% | +37.8% |
| All | +37.5% | +37.7% | -0.2% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 1y: compounded portfolio wealth divided by compounded JCI 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…
1y analysis · Full analysis span regression · 6 months rolling