+639.7%
CEG vs TECK
+121.3%
+518.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | -1.2% |
| 7D | +6.7% | +7.8% | -1.1% | +4.3% |
| 30D | +11.0% | +8.3% | +2.7% | +8.2% |
| 3M | +19.5% | +16.1% | +3.4% | +13.5% |
| 6M | -5.9% | +42.9% | -48.7% | -16.7% |
| YTD | -15.0% | +50.8% | -65.7% | -26.3% |
| 1Y | +0.6% | +106.1% | -105.4% | -20.8% |
| 3Y | +180.6% | +84.0% | +96.6% | +125.1% |
| All | +639.7% | +121.3% | +518.3% | +509.7% |
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