+414.1%
CARR vs CVE
+2,176.2%
-1,762.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -4.1% | +1.6% | -5.8% | -4.4% |
| 30D | -11.0% | +11.7% | -22.7% | -12.7% |
| 3M | -16.4% | +18.2% | -34.5% | -19.0% |
| 6M | -2.4% | +48.8% | -51.2% | -10.0% |
| YTD | +8.4% | +99.4% | -91.0% | -5.5% |
| 1Y | -8.0% | +97.9% | -105.8% | -20.0% |
| 3Y | +0.6% | +76.3% | -75.7% | -12.5% |
| 5Y | +7.7% | +344.6% | -336.9% | -22.2% |
| All | +414.1% | +2,176.2% | -1,762.1% | +197.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling