+406.5%
TTMI vs CVE
+136.5%
+270.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -11.5% | -10.0% | -1.5% | -8.7% |
| 30D | -40.3% | -11.9% | -28.5% | -37.8% |
| 3M | -44.5% | -5.9% | -38.5% | -43.3% |
| 6M | -54.1% | -1.6% | -52.5% | -53.9% |
| YTD | +4.7% | +66.3% | -61.6% | -9.9% |
| 1Y | +3.3% | +57.5% | -54.2% | -9.8% |
| 3Y | +407.2% | +65.4% | +341.8% | +321.9% |
| 5Y | +406.5% | +144.2% | +262.4% | +301.9% |
| All | +406.5% | +136.5% | +270.0% | +301.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling