+158.6%
CVE vs TPG
+78.6%
+80.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.8% |
| 7D | +2.0% | -6.5% | +8.5% | +3.6% |
| 30D | +13.2% | +0.1% | +13.1% | +12.8% |
| 3M | +21.7% | +14.5% | +7.2% | +16.6% |
| 6M | +48.4% | +17.3% | +31.0% | +40.1% |
| YTD | +100.1% | -20.5% | +120.6% | +110.8% |
| 1Y | +107.8% | -13.2% | +121.1% | +111.6% |
| 3Y | +76.9% | +87.7% | -10.8% | +38.5% |
| All | +158.6% | +78.6% | +80.0% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling