+6,711.4%
CAT vs TECK
+2,174.5%
+4,536.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | -6.6% | +4.6% | -11.2% | -7.8% |
| 3M | -13.3% | +3.0% | -16.3% | -14.3% |
| 6M | +11.6% | +25.1% | -13.5% | +4.2% |
| YTD | +42.9% | +44.9% | -2.0% | +27.6% |
| 1Y | +95.4% | +112.3% | -16.8% | +55.6% |
| 3Y | +196.6% | +67.8% | +128.8% | +145.4% |
| 5Y | +321.7% | +200.8% | +120.9% | +184.3% |
| 10Y | +1,140.8% | +358.8% | +782.0% | +560.6% |
| All | +6,711.4% | +2,174.5% | +4,536.9% | +2,450.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling