+362.4%
CFG vs TECK
+311.2%
+51.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | +11.5% | +2.8% | +8.6% | +9.8% |
| 6M | +19.2% | +24.9% | -5.7% | +10.9% |
| YTD | +23.7% | +44.7% | -21.0% | +10.4% |
| 1Y | +38.8% | +112.0% | -73.1% | +11.3% |
| 3Y | +178.9% | +67.6% | +111.3% | +131.8% |
| 5Y | +101.8% | +200.3% | -98.6% | +39.1% |
| 10Y | +317.3% | +358.2% | -40.9% | +134.7% |
| All | +362.4% | +311.2% | +51.1% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling