+152.5%
JPM vs CVX
+169.1%
-16.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.6% |
| 7D | -0.7% | +2.6% | -3.3% | -1.5% |
| 30D | -2.5% | +9.8% | -12.3% | -5.3% |
| 3M | +14.1% | +16.2% | -2.1% | +8.6% |
| 6M | +25.1% | +13.6% | +11.5% | +19.1% |
| YTD | +12.1% | +44.4% | -32.2% | -2.6% |
| 1Y | +18.8% | +40.6% | -21.8% | +4.0% |
| 3Y | +163.4% | +48.2% | +115.2% | +123.8% |
| All | +152.5% | +169.1% | -16.5% | +44.8% |
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 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