+1,173.9%
JBL vs CVE
+144.4%
+1,029.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +1.0% | +2.9% |
| 7D | +0.1% | +0.1% | +0.1% | +0.2% |
| 30D | -17.0% | -10.8% | -6.2% | -14.5% |
| 3M | -27.4% | -4.3% | -23.0% | -26.8% |
| 6M | -29.1% | -1.5% | -27.6% | -29.6% |
| YTD | +13.6% | +70.7% | -57.1% | -3.6% |
| 1Y | +22.8% | +58.1% | -35.3% | +6.3% |
| 3Y | +103.0% | +69.8% | +33.2% | +68.9% |
| 5Y | +307.4% | +148.9% | +158.4% | +193.4% |
| 10Y | +1,173.9% | +143.5% | +1,030.4% | +581.7% |
| All | +1,173.9% | +144.4% | +1,029.5% | +581.7% |
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