+219.2%
CVX vs JCI
+348.5%
-129.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | -0.3% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | +9.8% | -4.4% | +14.3% | +11.7% |
| 3M | +16.2% | +1.7% | +14.5% | +14.6% |
| 6M | +13.6% | +8.8% | +4.8% | +7.5% |
| YTD | +44.4% | +22.6% | +21.7% | +28.9% |
| 1Y | +40.6% | +36.2% | +4.4% | +18.8% |
| 3Y | +48.2% | +168.0% | -119.8% | -13.5% |
| 5Y | +172.3% | +113.5% | +58.8% | +73.2% |
| All | +219.2% | +348.5% | -129.3% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling