+1,424.8%
JBL vs CVE
+161.7%
+1,263.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | +3.0% | +2.5% | +0.5% | +2.3% |
| 30D | -8.3% | +16.7% | -25.0% | -12.1% |
| 3M | -16.9% | +9.3% | -26.2% | -19.3% |
| 6M | +21.8% | +43.6% | -21.8% | +9.0% |
| YTD | +36.3% | +93.6% | -57.3% | +12.2% |
| 1Y | +49.5% | +98.8% | -49.2% | +21.8% |
| 3Y | +170.6% | +73.6% | +97.0% | +123.8% |
| 5Y | +408.4% | +312.5% | +95.9% | +220.3% |
| All | +1,424.8% | +161.7% | +1,263.0% | +696.6% |
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