+49.3%
CCL vs TPG
+81.8%
-32.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.3% |
| 7D | -3.2% | -9.4% | +6.2% | +2.6% |
| 30D | -17.8% | -5.3% | -12.5% | -15.4% |
| 3M | -18.7% | +12.9% | -31.6% | -25.4% |
| 6M | -11.4% | +20.1% | -31.5% | -22.2% |
| YTD | -24.3% | -22.5% | -1.8% | -13.2% |
| 1Y | -28.8% | -19.7% | -9.1% | -21.1% |
| 3Y | +49.3% | +81.2% | -31.9% | -21.6% |
| All | +49.3% | +81.8% | -32.5% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 3y: compounded portfolio wealth divided by compounded TPG 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…
3y analysis · Full analysis span regression · 6 months rolling