+639.5%
CEG vs TECK
+112.5%
+526.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 6M | -7.0% | +24.9% | -31.9% | -14.3% |
| YTD | -15.0% | +44.7% | -59.7% | -25.4% |
| 1Y | -2.7% | +112.0% | -114.7% | -24.1% |
| 3Y | +184.1% | +67.6% | +116.5% | +133.1% |
| All | +639.5% | +112.5% | +526.9% | +517.1% |
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