+201.7%
CAT vs TECK
+76.5%
+125.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.2% |
| 3M | -13.3% | +2.8% | -16.1% | -14.7% |
| 6M | +11.6% | +24.9% | -13.3% | +2.1% |
| YTD | +42.9% | +44.7% | -1.8% | +24.2% |
| 1Y | +95.4% | +112.0% | -16.5% | +48.7% |
| All | +201.7% | +76.5% | +125.2% | +135.1% |
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