+448.7%
TTMI vs CVE
+62.8%
+385.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.7% | -12.5% | -14.4% |
| 7D | -29.0% | -14.1% | -14.9% | -25.7% |
| 30D | -53.1% | -11.6% | -41.5% | -51.2% |
| 3M | -52.6% | 0.0% | -52.6% | -52.5% |
| 6M | -61.0% | -8.4% | -52.6% | -60.2% |
| YTD | -9.8% | +65.9% | -75.7% | -22.7% |
| 1Y | -11.2% | +69.4% | -80.6% | -24.5% |
| 3Y | +325.0% | +55.9% | +269.1% | +262.9% |
| 5Y | +335.4% | +146.2% | +189.3% | +211.1% |
| 10Y | +380.1% | +140.6% | +239.5% | +180.9% |
| All | +448.7% | +62.8% | +385.9% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling