-1.4%
CARR vs CVE
+61.2%
-62.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.2% |
| 7D | +2.2% | +4.6% | -2.5% | +2.6% |
| 30D | -0.8% | -12.0% | +11.2% | -2.1% |
| 3M | -13.4% | -3.8% | -9.7% | -13.8% |
| 6M | -16.4% | -2.7% | -13.7% | -15.8% |
| YTD | +4.5% | +73.6% | -69.1% | -2.5% |
| 1Y | -1.4% | +62.0% | -63.4% | -8.8% |
| All | -1.4% | +61.2% | -62.6% | -8.8% |
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