+215.9%
CVX vs JD
+17.6%
+198.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.8% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +13.4% | -16.0% | +29.5% | +15.4% |
| 3M | +11.8% | -3.2% | +15.0% | +12.1% |
| 6M | +12.4% | +6.1% | +6.4% | +11.3% |
| YTD | +41.5% | -0.1% | +41.6% | +40.9% |
| 1Y | +41.6% | -12.7% | +54.3% | +42.7% |
| 3Y | +42.2% | -6.3% | +48.5% | +39.5% |
| 5Y | +166.0% | -61.3% | +227.3% | +179.1% |
| All | +215.9% | +17.6% | +198.2% | +153.2% |
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