+443.1%
TTMI vs CVE
+144.4%
+298.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +8.4% |
| 7D | +7.2% | +0.1% | +7.2% | +7.4% |
| 30D | -28.7% | -10.8% | -17.8% | -26.4% |
| 3M | -39.8% | -4.3% | -35.5% | -39.1% |
| 6M | -51.7% | -1.5% | -50.3% | -51.7% |
| YTD | +14.1% | +70.7% | -56.7% | +0.9% |
| 1Y | +16.0% | +58.1% | -42.1% | +4.2% |
| 3Y | +452.7% | +69.8% | +382.8% | +381.3% |
| 5Y | +451.5% | +148.9% | +302.6% | +332.7% |
| 10Y | +443.1% | +143.5% | +299.6% | +215.0% |
| All | +443.1% | +144.4% | +298.7% | +215.0% |
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