+301.7%
JCI vs CVE
+136.7%
+165.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | -3.4% | -10.1% | +6.7% | -1.4% |
| 30D | -10.1% | -12.1% | +2.0% | -8.0% |
| 3M | -6.8% | -1.9% | -4.9% | -6.7% |
| 6M | +2.0% | -1.8% | +3.8% | +1.6% |
| YTD | +19.2% | +65.8% | -46.6% | +6.8% |
| 1Y | +16.7% | +60.8% | -44.1% | +5.0% |
| 3Y | +194.3% | +70.1% | +124.2% | +157.2% |
| 5Y | +103.0% | +134.8% | -31.7% | +62.2% |
| 10Y | +301.7% | +130.1% | +171.6% | +152.3% |
| All | +301.7% | +136.7% | +165.1% | +152.3% |
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