+101.8%
JBL vs CVE
+73.1%
+28.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +10.0% | +4.6% | +5.3% | +8.6% |
| 30D | -18.2% | -12.0% | -6.2% | -15.4% |
| 3M | -29.0% | -3.8% | -25.2% | -28.5% |
| 6M | -25.9% | -2.7% | -23.1% | -26.0% |
| YTD | +14.1% | +73.6% | -59.5% | -8.9% |
| 1Y | +21.7% | +62.0% | -40.4% | -0.5% |
| All | +101.8% | +73.1% | +28.7% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling