+206.6%
CFG vs TECK
+203.4%
+3.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.5% |
| 7D | +1.6% | +2.1% | -0.5% | +0.8% |
| 30D | +3.3% | -8.9% | +12.2% | +6.3% |
| 3M | -11.5% | -7.1% | -4.5% | -10.1% |
| 6M | +6.2% | -7.0% | +13.2% | +6.6% |
| YTD | +14.3% | +28.3% | -14.1% | +0.9% |
| 1Y | +26.7% | +40.6% | -13.8% | +8.1% |
| 3Y | +187.8% | +78.2% | +109.6% | +114.6% |
| 5Y | +61.3% | +129.5% | -68.2% | +1.5% |
| All | +206.6% | +203.4% | +3.2% | +31.4% |
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