+594.5%
JPM vs CVE
+161.7%
+432.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +0.3% | +2.5% | -2.2% | -0.3% |
| 30D | -0.2% | +16.7% | -16.9% | -3.8% |
| 3M | +15.9% | +9.3% | +6.6% | +12.8% |
| 6M | +20.9% | +43.6% | -22.7% | +9.8% |
| YTD | +12.9% | +93.6% | -80.7% | -5.1% |
| 1Y | +20.3% | +98.8% | -78.5% | +0.3% |
| 3Y | +160.9% | +73.6% | +87.3% | +119.7% |
| 5Y | +154.8% | +312.5% | -157.6% | +65.2% |
| All | +594.5% | +161.7% | +432.7% | +275.1% |
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