-1.5%
CARR vs CVE
+47.9%
-49.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +0.8% |
| 7D | +1.6% | +2.5% | -0.9% | +2.1% |
| 30D | -8.7% | +16.7% | -25.5% | -5.2% |
| 3M | -12.6% | +9.3% | -21.8% | -9.0% |
| 6M | -1.5% | +43.6% | -45.1% | -3.7% |
| All | -1.5% | +47.9% | -49.4% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling