+41.0%
CVX vs JD
-6.9%
+47.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | -6.2% | +5.2% | -11.4% | -5.7% |
| 30D | -0.4% | +4.5% | -4.9% | +0.3% |
| 3M | +9.3% | -15.4% | +24.7% | +9.2% |
| 6M | +18.4% | -6.0% | +24.4% | +18.4% |
| YTD | +42.5% | +2.2% | +40.3% | +43.7% |
| 1Y | +41.0% | -6.7% | +47.7% | +40.7% |
| All | +41.0% | -6.9% | +47.9% | +40.7% |
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 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