+11,024.8%
JPM vs CVX
+4,836.1%
+6,188.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -0.4% | -0.6% | +0.2% | -0.1% |
| 30D | -1.1% | +13.4% | -14.6% | -7.8% |
| 3M | +14.1% | +11.8% | +2.3% | +6.7% |
| 6M | +23.3% | +12.4% | +10.9% | +13.8% |
| YTD | +11.3% | +41.5% | -30.2% | -9.9% |
| 1Y | +23.0% | +41.6% | -18.6% | -0.8% |
| 3Y | +162.6% | +42.2% | +120.3% | +107.3% |
| 5Y | +152.8% | +166.0% | -13.2% | +34.3% |
| 10Y | +583.6% | +207.2% | +376.4% | +218.8% |
| All | +11,024.8% | +4,836.1% | +6,188.7% | +1,706.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling