+18.8%
JPM vs CVX
+42.2%
-23.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.8% |
| 7D | -0.7% | +2.6% | -3.3% | -0.5% |
| 30D | -2.5% | +9.8% | -12.3% | -1.9% |
| 3M | +14.1% | +16.2% | -2.1% | +15.0% |
| 6M | +25.1% | +13.6% | +11.5% | +24.6% |
| YTD | +12.1% | +44.4% | -32.2% | +6.6% |
| 1Y | +18.8% | +40.6% | -21.8% | +11.8% |
| All | +18.8% | +42.2% | -23.4% | +11.8% |
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 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