+23.7%
JBL vs CVE
+73.4%
-49.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.6% | +2.8% | -4.2% |
| 7D | -11.1% | -12.1% | +1.0% | -10.2% |
| 30D | -14.1% | -9.8% | -4.3% | -13.3% |
| 3M | -23.9% | -0.7% | -23.2% | -23.6% |
| 6M | -24.1% | -4.3% | -19.8% | -23.8% |
| YTD | +13.5% | +70.6% | -57.1% | -3.1% |
| 1Y | +23.7% | +73.2% | -49.4% | +5.9% |
| All | +23.7% | +73.4% | -49.6% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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