+598.5%
CEG vs TECK
+88.4%
+510.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +4.0% |
| 7D | +17.8% | +2.1% | +15.7% | +17.2% |
| 30D | -4.5% | -8.9% | +4.4% | -2.0% |
| 3M | +1.5% | -7.1% | +8.6% | +3.2% |
| 6M | -3.5% | -7.0% | +3.5% | -2.6% |
| YTD | -19.7% | +28.3% | -48.1% | -27.2% |
| 1Y | -19.8% | +40.6% | -60.3% | -29.3% |
| 3Y | +136.4% | +78.2% | +58.2% | +93.7% |
| All | +598.5% | +88.4% | +510.1% | +501.9% |
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