+1,111.7%
JBL vs CVE
+136.1%
+975.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | -12.3% | -16.1% | +3.8% | -8.2% |
| 30D | -20.2% | -10.4% | -9.8% | -17.9% |
| 3M | -30.6% | -2.4% | -28.2% | -30.4% |
| 6M | -35.8% | -4.4% | -31.3% | -35.7% |
| YTD | +4.9% | +64.9% | -60.0% | -10.1% |
| 1Y | +11.3% | +66.0% | -54.7% | -5.0% |
| 3Y | +89.1% | +57.7% | +31.5% | +60.3% |
| 5Y | +272.1% | +144.7% | +127.3% | +168.9% |
| All | +1,111.7% | +136.1% | +975.5% | +556.1% |
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