+394.7%
CVX vs CARR
+425.9%
-31.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.3% |
| 7D | +1.0% | +0.6% | +0.3% | +0.8% |
| 30D | +10.7% | -8.7% | +19.3% | +12.5% |
| 3M | +15.5% | -18.4% | +33.8% | +19.4% |
| 6M | +14.9% | -0.6% | +15.5% | +13.0% |
| YTD | +44.2% | +10.9% | +33.3% | +38.1% |
| 1Y | +43.5% | -7.3% | +50.8% | +42.9% |
| 3Y | +45.0% | +2.9% | +42.1% | +38.1% |
| 5Y | +172.2% | +9.6% | +162.5% | +149.8% |
| All | +394.7% | +425.9% | -31.3% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling