+26.7%
CFG vs TECK
+42.2%
-15.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.1% |
| 7D | +1.6% | +2.1% | -0.5% | +1.2% |
| 30D | +3.3% | -8.9% | +12.2% | +4.9% |
| 3M | -11.5% | -7.1% | -4.5% | -10.7% |
| 6M | +6.2% | -7.0% | +13.2% | +6.6% |
| YTD | +14.3% | +28.3% | -14.1% | +4.5% |
| 1Y | +26.7% | +40.6% | -13.8% | +13.6% |
| All | +26.7% | +42.2% | -15.5% | +13.6% |
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