+465.0%
JPM vs CVE
+149.3%
+315.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +3.5% | +5.9% | -2.4% | +2.2% |
| 30D | +3.3% | -10.9% | +14.1% | +5.6% |
| 3M | -4.2% | -4.5% | +0.3% | -3.7% |
| 6M | +16.4% | -1.0% | +17.4% | +15.2% |
| YTD | +9.5% | +74.7% | -65.2% | -6.3% |
| 1Y | +14.0% | +65.8% | -51.8% | -1.2% |
| 3Y | +153.1% | +73.2% | +79.9% | +112.1% |
| 5Y | +134.9% | +155.6% | -20.7% | +70.9% |
| All | +465.0% | +149.3% | +315.7% | +206.4% |
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 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