+521.1%
JPM vs CVE
+136.1%
+385.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.7% |
| 7D | -0.8% | -16.1% | +15.4% | +3.1% |
| 30D | +1.5% | -10.4% | +11.9% | +3.7% |
| 3M | -5.7% | -2.4% | -3.3% | -5.7% |
| 6M | +7.2% | -4.4% | +11.7% | +7.0% |
| YTD | +5.8% | +64.9% | -59.1% | -8.2% |
| 1Y | +8.8% | +66.0% | -57.2% | -5.9% |
| 3Y | +147.4% | +57.7% | +89.8% | +111.8% |
| 5Y | +125.3% | +144.7% | -19.4% | +65.4% |
| All | +521.1% | +136.1% | +385.0% | +244.0% |
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