+37.5%
CVX vs CARR
-3.6%
+41.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.2% |
| 7D | +3.3% | +1.6% | +1.8% | +3.5% |
| 30D | +12.9% | -8.7% | +21.6% | +11.9% |
| 3M | +11.7% | -12.6% | +24.3% | +10.6% |
| 6M | +14.1% | -1.5% | +15.7% | +14.5% |
| YTD | +40.7% | +14.3% | +26.4% | +39.0% |
| 1Y | +37.5% | -4.6% | +42.1% | +30.4% |
| All | +37.5% | -3.6% | +41.1% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling