+304.3%
JCI vs CVE
+136.1%
+168.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.8% |
| 7D | -9.4% | -16.1% | +6.7% | -6.4% |
| 30D | -13.4% | -10.4% | -3.0% | -11.7% |
| 3M | -12.4% | -2.4% | -10.0% | -12.2% |
| 6M | -5.1% | -4.4% | -0.7% | -5.0% |
| YTD | +13.7% | +64.9% | -51.2% | +2.0% |
| 1Y | +11.4% | +66.0% | -54.6% | -0.4% |
| 3Y | +175.9% | +57.7% | +118.2% | +144.5% |
| 5Y | +98.4% | +144.7% | -46.3% | +57.2% |
| All | +304.3% | +136.1% | +168.2% | +155.2% |
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 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