+1,152.0%
JBL vs CVE
+136.7%
+1,015.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | -5.2% | -10.1% | +4.9% | -2.4% |
| 30D | -17.5% | -12.1% | -5.4% | -14.7% |
| 3M | -26.0% | -1.9% | -24.1% | -25.9% |
| 6M | -28.9% | -1.8% | -27.0% | -29.3% |
| YTD | +10.8% | +65.8% | -54.9% | -5.2% |
| 1Y | +18.3% | +60.8% | -42.5% | +1.9% |
| 3Y | +102.2% | +70.1% | +32.1% | +68.1% |
| 5Y | +303.2% | +134.8% | +168.5% | +194.8% |
| 10Y | +1,152.0% | +130.1% | +1,021.9% | +574.6% |
| All | +1,152.0% | +136.7% | +1,015.4% | +574.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling