+302.6%
JCI vs CVE
+147.6%
+155.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | +8.4% | +4.6% | +3.8% | +7.5% |
| 30D | -8.9% | -12.0% | +3.1% | -6.8% |
| 3M | -6.4% | -3.8% | -2.7% | -6.0% |
| 6M | +1.6% | -2.7% | +4.4% | +1.4% |
| YTD | +20.1% | +73.6% | -53.5% | +6.6% |
| 1Y | +17.2% | +62.0% | -44.8% | +5.3% |
| 3Y | +190.7% | +72.7% | +118.0% | +153.3% |
| 5Y | +99.9% | +153.9% | -54.0% | +57.3% |
| All | +302.6% | +147.6% | +155.0% | +151.5% |
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