-2.7%
CEG vs TECK
+108.8%
-111.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.8% |
| 7D | +8.0% | -0.3% | +8.4% | +8.1% |
| 30D | +12.9% | +4.6% | +8.3% | +11.3% |
| 3M | +13.2% | +2.8% | +10.3% | +11.6% |
| 6M | -7.0% | +24.9% | -31.9% | -14.7% |
| YTD | -15.0% | +44.7% | -59.7% | -26.2% |
| 1Y | -2.7% | +112.0% | -114.7% | -19.6% |
| All | -2.7% | +108.8% | -111.5% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling