+183.1%
CVX vs JD
+48.3%
+134.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | +3.3% | -1.7% | +5.0% | +3.5% |
| 30D | +12.9% | -13.2% | +26.0% | +14.5% |
| 3M | +11.7% | -3.2% | +14.9% | +12.0% |
| 6M | +14.1% | +15.2% | -1.1% | +12.0% |
| YTD | +40.7% | +2.0% | +38.7% | +39.7% |
| 1Y | +37.5% | -5.4% | +42.9% | +37.4% |
| 3Y | +43.9% | -9.1% | +53.0% | +41.4% |
| 5Y | +161.5% | -59.6% | +221.1% | +171.5% |
| 10Y | +215.1% | +26.2% | +188.9% | +155.4% |
| All | +183.1% | +48.3% | +134.8% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling