+441.9%
CARR vs CVE
+2,110.0%
-1,668.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.2% |
| 3M | -12.6% | +9.3% | -21.8% | -14.3% |
| 6M | -1.5% | +43.6% | -45.1% | -8.7% |
| YTD | +14.3% | +93.6% | -79.3% | +0.1% |
| 1Y | -4.6% | +98.8% | -103.3% | -17.2% |
| 3Y | +7.3% | +73.6% | -66.3% | -6.4% |
| 5Y | +11.6% | +312.5% | -300.8% | -18.3% |
| All | +441.9% | +2,110.0% | -1,668.1% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling