+16.1%
JPM vs CVX
+47.0%
-30.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.7% | +7.9% | +3.9% |
| 7D | +3.8% | -5.3% | +9.1% | +3.3% |
| 30D | +6.5% | +5.1% | +1.4% | +6.6% |
| 3M | -1.0% | +14.9% | -16.0% | -0.1% |
| 6M | +15.5% | +14.9% | +0.7% | +16.4% |
| YTD | +11.4% | +46.3% | -34.9% | +5.8% |
| 1Y | +16.1% | +47.0% | -31.0% | +9.4% |
| All | +16.1% | +47.0% | -30.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling