+114.2%
CVE vs TPG
+81.4%
+32.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -1.0% |
| 7D | -10.1% | +3.1% | -13.2% | -10.8% |
| 30D | -12.1% | +9.7% | -21.8% | -14.4% |
| 3M | -1.9% | +2.5% | -4.3% | -3.2% |
| 6M | -1.8% | +14.0% | -15.9% | -6.5% |
| YTD | +65.8% | -19.3% | +85.1% | +73.2% |
| 1Y | +60.8% | -5.8% | +66.6% | +59.3% |
| 3Y | +70.1% | +80.1% | -10.0% | +34.6% |
| All | +114.2% | +81.4% | +32.9% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling