-1.8%
CARR vs CVE
+73.4%
-75.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.6% | +8.2% | -0.2% |
| 7D | -0.7% | -12.1% | +11.4% | -1.9% |
| 30D | +0.3% | -9.8% | +10.1% | -0.7% |
| 3M | -14.9% | -0.7% | -14.2% | -15.0% |
| 6M | -14.9% | -4.3% | -10.5% | -14.4% |
| YTD | +7.0% | +70.6% | -63.6% | -0.8% |
| 1Y | -1.8% | +73.2% | -74.9% | -9.0% |
| All | -1.8% | +73.4% | -75.1% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling