+152.7%
JPM vs CVE
+67.9%
+84.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +0.4% | -10.1% | +10.5% | +1.8% |
| 30D | +2.7% | -12.1% | +14.8% | +4.2% |
| 3M | -3.8% | -1.9% | -2.0% | -4.2% |
| 6M | +14.3% | -1.8% | +16.2% | +13.4% |
| YTD | +8.2% | +65.8% | -57.6% | -5.2% |
| 1Y | +11.0% | +60.8% | -49.9% | -2.1% |
| 3Y | +152.7% | +70.1% | +82.5% | +112.1% |
| All | +152.7% | +67.9% | +84.7% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling