+162.3%
JPM vs CVX
+44.2%
+118.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | -1.4% | +10.7% | -12.1% | -4.2% |
| 3M | +13.9% | +15.5% | -1.5% | +9.2% |
| 6M | +23.5% | +14.9% | +8.6% | +17.4% |
| YTD | +11.6% | +44.2% | -32.6% | -3.6% |
| 1Y | +21.4% | +43.5% | -22.1% | +4.7% |
| All | +162.3% | +44.2% | +118.1% | +119.0% |
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