+168.6%
JCI vs CVE
+54.6%
+114.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.7% | -3.7% | -5.9% |
| 7D | -16.9% | -14.1% | -2.9% | -14.6% |
| 30D | -17.2% | -11.6% | -5.6% | -15.4% |
| 3M | -14.2% | 0.0% | -14.2% | -14.5% |
| 6M | -8.7% | -8.4% | -0.3% | -7.8% |
| YTD | +10.7% | +65.9% | -55.2% | -3.3% |
| 1Y | +9.7% | +69.4% | -59.7% | -5.1% |
| All | +168.6% | +54.6% | +114.0% | +121.8% |
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