+112.8%
CART vs TECK
+66.4%
+46.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +28.6% | -7.5% | +36.1% | +29.7% |
| 3M | +29.1% | -8.4% | +37.5% | +30.2% |
| 6M | +44.7% | -2.2% | +47.0% | +43.9% |
| YTD | +29.2% | +26.8% | +2.4% | +20.5% |
| 1Y | +66.2% | +46.5% | +19.6% | +49.7% |
| 3Y | +112.8% | +69.0% | +43.8% | +72.2% |
| All | +112.8% | +66.4% | +46.5% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling