+196.4%
CFG vs TECK
+76.5%
+119.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.5% | -0.3% | +1.9% | +1.6% |
| 30D | -3.8% | +4.6% | -8.4% | -5.1% |
| 3M | +11.5% | +2.8% | +8.6% | +9.8% |
| 6M | +19.2% | +24.9% | -5.7% | +9.9% |
| YTD | +23.7% | +44.7% | -21.0% | +8.4% |
| 1Y | +38.8% | +112.0% | -73.1% | +6.2% |
| All | +196.4% | +76.5% | +119.9% | +122.4% |
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 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