+1,107.8%
JCI vs CVE
+89.9%
+1,017.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | +3.8% | +2.5% | +1.3% | +3.3% |
| 30D | -5.7% | +16.7% | -22.4% | -8.8% |
| 3M | -1.4% | +9.3% | -10.7% | -3.7% |
| 6M | +4.1% | +43.6% | -39.5% | -4.5% |
| YTD | +21.7% | +93.6% | -71.8% | +4.5% |
| 1Y | +36.1% | +98.8% | -62.6% | +15.7% |
| 3Y | +154.4% | +73.6% | +80.8% | +118.2% |
| 5Y | +112.0% | +312.5% | -200.4% | +45.4% |
| 10Y | +322.2% | +161.0% | +161.2% | +167.2% |
| All | +1,107.8% | +89.9% | +1,017.9% | +672.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling