+74.7%
CART vs TECK
+50.8%
+23.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | +23.1% | -5.7% | +28.8% | +23.8% |
| 3M | +19.2% | -3.6% | +22.8% | +19.4% |
| 6M | +45.7% | -2.2% | +47.9% | +45.1% |
| YTD | +30.9% | +33.6% | -2.7% | +21.6% |
| 1Y | +50.2% | +49.0% | +1.2% | +36.0% |
| 3Y | +133.5% | +85.4% | +48.1% | +97.0% |
| All | +74.7% | +50.8% | +23.9% | +51.3% |
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