+12.0%
CARR vs CVE
+327.8%
-315.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.4% |
| 7D | +3.2% | +0.2% | +3.1% | +3.2% |
| 30D | -7.7% | +17.5% | -25.1% | -10.1% |
| 3M | -11.9% | +16.2% | -28.1% | -14.4% |
| 6M | +2.0% | +47.8% | -45.7% | -5.9% |
| YTD | +13.2% | +98.5% | -85.3% | -1.7% |
| 1Y | -8.5% | +109.8% | -118.3% | -21.7% |
| 3Y | +5.0% | +75.5% | -70.5% | -9.7% |
| 5Y | +12.0% | +341.6% | -329.6% | -20.7% |
| All | +12.0% | +327.8% | -315.8% | -20.7% |
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