+4,683.6%
CVX vs JCI
+2,331.5%
+2,352.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.7% |
| 7D | +3.3% | +3.8% | -0.5% | +2.5% |
| 30D | +12.9% | -5.7% | +18.5% | +14.1% |
| 3M | +11.7% | -1.4% | +13.1% | +11.6% |
| 6M | +14.1% | +4.1% | +10.0% | +12.3% |
| YTD | +40.7% | +21.7% | +18.9% | +33.9% |
| 1Y | +37.5% | +36.1% | +1.4% | +27.6% |
| 3Y | +43.9% | +154.4% | -110.5% | +16.2% |
| 5Y | +161.5% | +112.0% | +49.4% | +116.4% |
| 10Y | +215.1% | +322.2% | -107.1% | +126.9% |
| All | +4,683.6% | +2,331.5% | +2,352.1% | +2,027.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling