-7.3%
CARR vs CVE
+109.0%
-116.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -1.9% |
| 7D | +0.6% | +2.0% | -1.3% | +0.8% |
| 30D | -8.7% | +13.2% | -21.8% | -7.8% |
| 3M | -18.4% | +21.7% | -40.1% | -16.8% |
| 6M | -0.6% | +48.4% | -49.0% | -2.5% |
| YTD | +10.9% | +100.1% | -89.2% | +6.0% |
| 1Y | -7.3% | +107.8% | -115.1% | -10.7% |
| All | -7.3% | +109.0% | -116.3% | -10.7% |
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 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