+395.3%
CVX vs CARR
+421.5%
-26.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | +2.6% | -3.8% | +6.4% | +3.3% |
| 30D | +9.8% | -8.9% | +18.7% | +11.7% |
| 3M | +16.2% | -17.3% | +33.5% | +19.9% |
| 6M | +13.6% | -1.4% | +15.0% | +11.9% |
| YTD | +44.4% | +10.0% | +34.4% | +38.5% |
| 1Y | +40.6% | -6.4% | +46.9% | +39.6% |
| 3Y | +48.2% | +1.5% | +46.6% | +41.6% |
| 5Y | +172.3% | +9.3% | +163.0% | +150.0% |
| All | +395.3% | +421.5% | -26.2% | +226.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling