+1,157.1%
CAT vs TECK
+372.8%
+784.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.1% |
| 7D | +2.9% | +4.9% | -1.9% | +1.3% |
| 30D | -2.6% | +5.2% | -7.8% | -4.4% |
| 3M | -10.7% | +13.8% | -24.5% | -14.7% |
| 6M | +16.1% | +38.5% | -22.3% | +3.7% |
| YTD | +43.2% | +47.3% | -4.1% | +25.0% |
| 1Y | +96.8% | +81.0% | +15.8% | +60.0% |
| 3Y | +201.4% | +79.9% | +121.5% | +136.6% |
| 5Y | +332.7% | +207.9% | +124.8% | +171.6% |
| 10Y | +1,157.1% | +389.5% | +767.6% | +551.0% |
| All | +1,157.1% | +372.8% | +784.3% | +551.0% |
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