+209.5%
CVX vs JD
+29.5%
+180.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +1.6% | -4.0% | +5.6% | +2.0% |
| 30D | -0.6% | +2.7% | -3.3% | -1.0% |
| 3M | +11.0% | -13.0% | +24.0% | +12.4% |
| 6M | +18.4% | -12.7% | +31.1% | +19.7% |
| YTD | +45.9% | -0.8% | +46.7% | +45.2% |
| 1Y | +46.7% | -8.9% | +55.6% | +47.2% |
| 3Y | +71.6% | +17.0% | +54.5% | +64.3% |
| 5Y | +131.4% | -63.5% | +194.9% | +145.7% |
| All | +209.5% | +29.5% | +180.0% | +149.2% |
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