+173.3%
CFG vs TECK
+66.4%
+106.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -0.9% | -0.2% | -0.6% | -0.9% |
| 30D | +1.1% | -7.5% | +8.6% | +2.9% |
| 3M | -12.0% | -8.4% | -3.6% | -10.5% |
| 6M | -2.2% | -2.2% | 0.0% | -3.3% |
| YTD | +11.4% | +26.8% | -15.4% | +1.1% |
| 1Y | +27.8% | +46.5% | -18.7% | +10.8% |
| 3Y | +173.3% | +69.0% | +104.3% | +109.5% |
| All | +173.3% | +66.4% | +106.9% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling