+328.7%
CFG vs TECK
+285.4%
+43.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.0% | +1.2% |
| 7D | +0.3% | +3.1% | -2.8% | -0.6% |
| 30D | +3.2% | -5.0% | +8.2% | +4.4% |
| 3M | -9.7% | -2.6% | -7.1% | -9.6% |
| 6M | +3.6% | 0.0% | +3.7% | +2.2% |
| YTD | +14.7% | +35.6% | -21.0% | +3.6% |
| 1Y | +29.6% | +58.1% | -28.5% | +12.2% |
| 3Y | +190.6% | +93.3% | +97.2% | +132.2% |
| 5Y | +67.1% | +153.7% | -86.6% | +20.1% |
| 10Y | +237.0% | +226.7% | +10.3% | +97.4% |
| All | +328.7% | +285.4% | +43.3% | +134.5% |
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 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