-7.1%
CMG vs TECK
+66.9%
-74.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.1% | -3.8% | +1.8% | -1.6% |
| 30D | +10.9% | +0.7% | +10.2% | +10.7% |
| 3M | +15.8% | +4.6% | +11.2% | +14.4% |
| 6M | +6.9% | +25.1% | -18.2% | +0.8% |
| YTD | -2.2% | +39.2% | -41.3% | -10.9% |
| 1Y | -7.1% | +60.3% | -67.4% | -17.8% |
| All | -7.1% | +66.9% | -74.0% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling