+449.9%
TTMI vs CVE
+136.7%
+313.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.5% | +12.8% | +13.1% |
| 7D | -1.6% | -10.1% | +8.4% | +0.9% |
| 30D | -37.7% | -12.1% | -25.6% | -35.6% |
| 3M | -45.1% | -1.9% | -43.2% | -44.8% |
| 6M | -52.1% | -1.8% | -50.3% | -52.0% |
| YTD | +9.2% | +65.8% | -56.6% | -2.8% |
| 1Y | +12.9% | +60.8% | -47.9% | +1.0% |
| 3Y | +445.5% | +70.1% | +375.3% | +375.2% |
| 5Y | +427.9% | +134.8% | +293.1% | +319.2% |
| 10Y | +449.9% | +130.1% | +319.8% | +216.3% |
| All | +449.9% | +136.7% | +313.2% | +216.3% |
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