+479.1%
JPM vs CVE
+132.7%
+346.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.2% | -10.0% | +11.2% | +3.5% |
| 30D | +2.7% | -11.9% | +14.6% | +5.3% |
| 3M | -4.5% | -5.9% | +1.5% | -3.7% |
| 6M | +14.3% | -1.6% | +15.9% | +13.2% |
| YTD | +8.2% | +66.3% | -58.1% | -6.3% |
| 1Y | +10.0% | +57.5% | -47.5% | -3.6% |
| 3Y | +149.0% | +65.4% | +83.5% | +110.8% |
| 5Y | +131.0% | +144.2% | -13.1% | +69.8% |
| 10Y | +479.1% | +135.5% | +343.6% | +218.2% |
| All | +479.1% | +132.7% | +346.4% | +218.2% |
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