+172.2%
CVX vs JCI
+111.9%
+60.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +1.0% | +4.1% | -3.1% | +0.2% |
| 30D | +10.7% | -3.8% | +14.5% | +11.4% |
| 3M | +15.5% | -1.6% | +17.1% | +15.4% |
| 6M | +14.9% | +9.5% | +5.4% | +11.6% |
| YTD | +44.2% | +21.7% | +22.5% | +36.2% |
| 1Y | +43.5% | +37.1% | +6.4% | +31.1% |
| 3Y | +45.0% | +165.2% | -120.2% | +9.1% |
| 5Y | +172.2% | +110.3% | +61.9% | +108.9% |
| All | +172.2% | +111.9% | +60.3% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling