+386.1%
CARR vs CVE
+1,792.6%
-1,406.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -3.3% | -10.1% | +6.7% | -1.7% |
| 30D | -3.6% | -12.1% | +8.5% | -1.8% |
| 3M | -16.3% | -1.9% | -14.5% | -16.5% |
| 6M | -19.6% | -1.8% | -17.7% | -20.2% |
| YTD | +2.5% | +65.8% | -63.3% | -8.2% |
| 1Y | -5.8% | +60.8% | -66.6% | -15.3% |
| 3Y | +10.2% | +70.1% | -59.9% | -3.8% |
| 5Y | +4.7% | +134.8% | -130.1% | -15.8% |
| All | +386.1% | +1,792.6% | -1,406.5% | +188.7% |
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