+101.5%
CFG vs TECK
+207.5%
-105.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -2.2% |
| 7D | +2.7% | +7.8% | -5.1% | +0.6% |
| 30D | -3.7% | +8.3% | -12.0% | -5.9% |
| 3M | +9.5% | +16.1% | -6.6% | +4.3% |
| 6M | +22.2% | +42.9% | -20.6% | +8.9% |
| YTD | +22.3% | +50.8% | -28.4% | +6.7% |
| 1Y | +39.4% | +106.1% | -66.6% | +10.1% |
| 3Y | +188.5% | +84.0% | +104.5% | +126.9% |
| 5Y | +101.5% | +223.5% | -121.9% | +33.9% |
| All | +101.5% | +207.5% | -105.9% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling