+47.0%
CVX vs JD
-9.8%
+56.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.7% | -3.4% |
| 7D | -5.3% | +9.0% | -14.3% | -4.6% |
| 30D | +5.1% | +5.2% | -0.1% | +5.7% |
| 3M | +14.9% | -15.9% | +30.8% | +14.5% |
| 6M | +14.9% | -7.7% | +22.6% | +14.7% |
| YTD | +46.3% | +0.1% | +46.3% | +47.3% |
| 1Y | +47.0% | -9.7% | +56.8% | +46.1% |
| All | +47.0% | -9.8% | +56.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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