+114.8%
CVE vs TPG
+80.3%
+34.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -10.0% | +2.0% | -12.0% | -10.5% |
| 30D | -11.9% | +9.1% | -20.9% | -14.0% |
| 3M | -5.9% | +1.0% | -7.0% | -6.9% |
| 6M | -1.6% | +13.3% | -14.9% | -6.1% |
| YTD | +66.3% | -19.8% | +86.0% | +73.9% |
| 1Y | +57.5% | -6.2% | +63.8% | +56.2% |
| 3Y | +65.4% | +75.4% | -9.9% | +31.8% |
| All | +114.8% | +80.3% | +34.6% | +63.8% |
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