+73.5%
CART vs TECK
+48.9%
+24.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.4% |
| 7D | +0.3% | +1.7% | -1.4% | 0.0% |
| 30D | +22.4% | -7.6% | +30.1% | +23.5% |
| 3M | +15.6% | -5.9% | +21.5% | +16.2% |
| 6M | +44.9% | -2.8% | +47.8% | +44.4% |
| YTD | +30.0% | +31.8% | -1.8% | +20.9% |
| 1Y | +56.6% | +49.1% | +7.5% | +41.7% |
| 3Y | +131.9% | +83.0% | +48.9% | +96.0% |
| All | +73.5% | +48.9% | +24.6% | +50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling