+400.7%
JBL vs CVE
+317.2%
+83.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +3.0% | +2.5% | +0.5% | +2.3% |
| 30D | -8.3% | +16.7% | -25.0% | -11.9% |
| 3M | -16.9% | +9.3% | -26.2% | -19.1% |
| 6M | +21.8% | +43.6% | -21.8% | +8.7% |
| YTD | +36.3% | +93.6% | -57.3% | +11.4% |
| 1Y | +49.5% | +98.8% | -49.2% | +20.8% |
| 3Y | +170.6% | +73.6% | +97.0% | +119.2% |
| All | +400.7% | +317.2% | +83.5% | +204.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling