+156.5%
CVE vs TPG
+85.9%
+70.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +3.3% |
| 7D | +0.2% | -2.9% | +3.0% | +0.9% |
| 30D | +17.5% | +5.0% | +12.4% | +15.8% |
| 3M | +16.2% | +24.9% | -8.7% | +8.8% |
| 6M | +47.8% | +21.1% | +26.7% | +38.5% |
| YTD | +98.5% | -17.3% | +115.7% | +107.1% |
| 1Y | +109.8% | -9.8% | +119.6% | +111.6% |
| 3Y | +75.5% | +95.4% | -19.9% | +36.1% |
| All | +156.5% | +85.9% | +70.6% | +95.1% |
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