-43.5%
CAG vs TECK
+180.1%
-223.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -5.7% | -3.8% | -1.8% | -5.7% |
| 30D | -2.4% | +0.7% | -3.1% | -2.4% |
| 3M | +9.8% | +4.6% | +5.2% | +9.8% |
| 6M | -10.8% | +25.1% | -36.0% | -11.2% |
| YTD | -10.8% | +39.2% | -50.0% | -11.4% |
| 1Y | -19.0% | +60.3% | -79.3% | -19.8% |
| 3Y | -39.7% | +62.9% | -102.6% | -40.9% |
| All | -43.5% | +180.1% | -223.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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