+78.3%
JNJ vs CVX
+43.5%
+34.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -4.3% | +0.7% | -5.0% | -4.4% |
| 30D | +3.0% | +9.1% | -6.1% | +1.9% |
| 3M | +12.2% | +13.1% | -0.8% | +10.4% |
| 6M | +10.5% | +16.3% | -5.8% | +8.1% |
| YTD | +30.8% | +43.5% | -12.7% | +24.3% |
| 1Y | +54.9% | +40.2% | +14.8% | +47.6% |
| All | +78.3% | +43.5% | +34.8% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling