+48.2%
CVX vs CARR
+1.4%
+46.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +2.6% | -3.8% | +6.4% | +3.0% |
| 30D | +9.8% | -8.9% | +18.7% | +10.8% |
| 3M | +16.2% | -17.3% | +33.5% | +18.1% |
| 6M | +13.6% | -1.4% | +15.0% | +11.9% |
| YTD | +44.4% | +10.0% | +34.4% | +38.9% |
| 1Y | +40.6% | -6.4% | +46.9% | +39.5% |
| 3Y | +48.2% | +1.5% | +46.6% | +43.6% |
| All | +48.2% | +1.4% | +46.8% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling