+198.8%
CVX vs JD
+26.7%
+172.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | -6.2% | +5.2% | -11.4% | -6.7% |
| 30D | -0.4% | +4.5% | -4.9% | -0.9% |
| 3M | +9.3% | -15.4% | +24.7% | +11.0% |
| 6M | +18.4% | -6.0% | +24.4% | +18.8% |
| YTD | +42.5% | +2.2% | +40.3% | +41.4% |
| 1Y | +41.0% | -6.7% | +47.7% | +41.2% |
| 3Y | +67.5% | +20.5% | +47.0% | +59.9% |
| 5Y | +126.1% | -58.4% | +184.5% | +135.0% |
| 10Y | +198.8% | +32.5% | +166.3% | +138.7% |
| All | +198.8% | +26.7% | +172.1% | +138.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling