+333.5%
CAT vs TECK
+207.5%
+126.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.1% | -0.4% |
| 7D | +5.6% | +7.8% | -2.2% | +2.9% |
| 30D | -2.3% | +8.3% | -10.6% | -5.1% |
| 3M | -10.0% | +16.1% | -26.1% | -14.8% |
| 6M | +21.2% | +42.9% | -21.6% | +6.8% |
| YTD | +44.4% | +50.8% | -6.3% | +24.6% |
| 1Y | +96.3% | +106.1% | -9.8% | +52.2% |
| 3Y | +203.9% | +84.0% | +119.9% | +135.8% |
| 5Y | +333.5% | +223.5% | +110.0% | +172.0% |
| All | +333.5% | +207.5% | +126.0% | +172.0% |
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 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