+99.4%
CAG vs TECK
+2,212.2%
-2,112.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -6.6% | +4.9% | -11.5% | -6.9% |
| 30D | +2.3% | +5.2% | -2.9% | +2.0% |
| 3M | +16.3% | +13.8% | +2.5% | +15.1% |
| 6M | -16.0% | +38.5% | -54.5% | -18.1% |
| YTD | -7.7% | +47.3% | -55.0% | -10.4% |
| 1Y | -16.0% | +81.0% | -97.0% | -19.7% |
| 3Y | -37.7% | +79.9% | -117.6% | -41.1% |
| 5Y | -41.2% | +207.9% | -249.1% | -47.3% |
| 10Y | -33.8% | +389.5% | -423.3% | -45.2% |
| All | +99.4% | +2,212.2% | -2,112.8% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling