+188.5%
CVX vs JD
+52.8%
+135.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -9.7% | +13.4% | -23.1% | -10.9% |
| 30D | +3.6% | +7.7% | -4.1% | +2.8% |
| 3M | +13.3% | -11.3% | +24.6% | +14.6% |
| 6M | +16.9% | -5.1% | +22.0% | +17.2% |
| YTD | +43.4% | +5.0% | +38.3% | +41.8% |
| 1Y | +44.5% | -5.6% | +50.1% | +44.5% |
| 3Y | +64.0% | +17.8% | +46.2% | +56.6% |
| 5Y | +126.4% | -57.2% | +183.6% | +133.5% |
| 10Y | +209.4% | +34.8% | +174.6% | +148.8% |
| All | +188.5% | +52.8% | +135.8% | +133.6% |
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