+84.2%
JNJ vs CVX
+169.1%
-84.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -3.5% | +2.6% | -6.1% | -3.8% |
| 30D | +2.3% | +9.8% | -7.5% | +1.4% |
| 3M | +12.0% | +16.2% | -4.2% | +10.3% |
| 6M | +10.5% | +13.6% | -3.1% | +8.9% |
| YTD | +30.4% | +44.4% | -14.0% | +25.4% |
| 1Y | +52.1% | +40.6% | +11.5% | +46.7% |
| 3Y | +77.8% | +48.2% | +29.6% | +69.3% |
| All | +84.2% | +169.1% | -84.9% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling