+8.6%
CARR vs CVE
+71.6%
-63.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | +1.6% | +2.5% | -0.9% | +1.1% |
| 30D | -8.7% | +16.7% | -25.5% | -11.1% |
| 3M | -12.6% | +9.3% | -21.8% | -14.0% |
| 6M | -1.5% | +43.6% | -45.1% | -10.0% |
| YTD | +14.3% | +93.6% | -79.3% | -3.5% |
| 1Y | -4.6% | +98.8% | -103.3% | -20.5% |
| All | +8.6% | +71.6% | -63.0% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling