+15.3%
JBL vs CVE
+59.0%
-43.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.6% |
| 7D | -5.2% | -10.1% | +4.9% | -4.2% |
| 30D | -17.5% | -12.1% | -5.4% | -16.5% |
| 3M | -26.0% | -1.9% | -24.1% | -25.5% |
| 6M | -28.9% | -1.8% | -27.0% | -28.5% |
| YTD | +10.8% | +65.8% | -54.9% | -6.4% |
| All | +15.3% | +59.0% | -43.7% | -2.9% |
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