-42.9%
CPB vs TPG
+78.6%
-121.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +0.6% |
| 7D | -8.0% | -6.5% | -1.5% | -7.9% |
| 30D | -2.4% | +0.1% | -2.5% | -2.4% |
| 3M | +0.5% | +14.5% | -14.0% | +0.3% |
| 6M | -10.5% | +17.3% | -27.8% | -10.7% |
| YTD | -17.5% | -20.5% | +3.0% | -17.4% |
| 1Y | -31.0% | -13.2% | -17.8% | -31.0% |
| 3Y | -40.6% | +87.7% | -128.4% | -41.8% |
| All | -42.9% | +78.6% | -121.5% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling