+5.6%
CARR vs CVE
+142.8%
-137.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.3% | -16.1% | +13.8% | +0.1% |
| 30D | -4.4% | -10.4% | +6.0% | -3.1% |
| 3M | -17.8% | -2.4% | -15.4% | -17.9% |
| 6M | -22.2% | -4.4% | -17.8% | -22.5% |
| YTD | +0.7% | +64.9% | -64.2% | -10.4% |
| 1Y | -5.9% | +66.0% | -72.0% | -16.6% |
| 3Y | +8.6% | +57.7% | -49.1% | -5.4% |
| All | +5.6% | +142.8% | -137.2% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling