+192.5%
JNJ vs CVX
+222.5%
-30.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.5% | +2.6% | -6.1% | -4.0% |
| 30D | +2.3% | +9.8% | -7.5% | +0.4% |
| 3M | +12.0% | +16.2% | -4.2% | +8.6% |
| 6M | +10.5% | +13.6% | -3.1% | +7.3% |
| YTD | +30.4% | +44.4% | -14.0% | +20.4% |
| 1Y | +52.1% | +40.6% | +11.5% | +41.2% |
| 3Y | +77.8% | +48.2% | +29.6% | +61.5% |
| 5Y | +82.9% | +172.3% | -89.4% | +39.7% |
| All | +192.5% | +222.5% | -30.0% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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