+4,923.6%
CAT vs TECK
+2,028.7%
+2,895.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.0% | +0.2% | +5.2% |
| 7D | -2.4% | +3.1% | -5.5% | -3.3% |
| 30D | -25.0% | -5.0% | -20.0% | -24.0% |
| 3M | -28.7% | -2.6% | -26.1% | -28.4% |
| 6M | -33.0% | 0.0% | -33.0% | -33.4% |
| YTD | +5.4% | +35.6% | -30.2% | -4.3% |
| 1Y | +7.3% | +58.1% | -50.8% | -7.0% |
| 3Y | +166.0% | +93.3% | +72.7% | +112.0% |
| 5Y | +210.1% | +153.7% | +56.4% | +119.6% |
| 10Y | +712.5% | +226.7% | +485.8% | +376.3% |
| All | +4,923.6% | +2,028.7% | +2,895.0% | +1,811.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling