+396.7%
TTMI vs CVE
+136.1%
+260.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.5% | +7.0% |
| 7D | -19.8% | -16.1% | -3.7% | -16.4% |
| 30D | -48.1% | -10.4% | -37.7% | -46.6% |
| 3M | -51.2% | -2.4% | -48.9% | -50.9% |
| 6M | -59.6% | -4.4% | -55.2% | -59.3% |
| YTD | -3.6% | +64.9% | -68.6% | -14.1% |
| 1Y | -2.3% | +66.0% | -68.4% | -13.2% |
| 3Y | +369.4% | +57.7% | +311.7% | +314.8% |
| 5Y | +365.4% | +144.7% | +220.7% | +266.5% |
| All | +396.7% | +136.1% | +260.6% | +191.7% |
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