+396.5%
TTMI vs CVE
+149.3%
+247.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -3.0% |
| 7D | +11.4% | +5.9% | +5.4% | +10.0% |
| 30D | -28.3% | -10.9% | -17.4% | -26.1% |
| 3M | -46.7% | -4.5% | -42.1% | -46.0% |
| 6M | -56.1% | -1.0% | -55.1% | -56.1% |
| YTD | +7.4% | +74.7% | -67.4% | -5.6% |
| 1Y | +17.4% | +65.8% | -48.4% | +4.3% |
| 3Y | +429.1% | +73.2% | +356.0% | +358.6% |
| 5Y | +418.8% | +155.6% | +263.2% | +304.6% |
| All | +396.5% | +149.3% | +247.2% | +185.0% |
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