+527.9%
TTD vs CVE
+144.4%
+383.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +1.0% | +3.0% |
| 7D | +20.8% | +0.1% | +20.7% | +20.8% |
| 30D | +33.8% | -10.8% | +44.7% | +36.9% |
| 3M | +17.8% | -4.3% | +22.2% | +18.2% |
| 6M | -25.7% | -1.5% | -24.3% | -26.6% |
| YTD | -57.9% | +70.7% | -128.6% | -64.1% |
| 1Y | -63.8% | +58.1% | -121.9% | -68.6% |
| 3Y | -75.0% | +69.8% | -144.9% | -79.2% |
| 5Y | -82.5% | +148.9% | -231.5% | -87.3% |
| 10Y | +527.9% | +143.5% | +384.4% | +279.9% |
| All | +527.9% | +144.4% | +383.5% | +279.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling