-3.1%
CMG vs TECK
+180.1%
-183.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.1% | -3.8% | +1.8% | -1.4% |
| 30D | +10.9% | +0.7% | +10.2% | +10.6% |
| 3M | +15.8% | +4.6% | +11.2% | +14.3% |
| 6M | +6.9% | +25.1% | -18.2% | +0.7% |
| YTD | -2.2% | +39.2% | -41.3% | -10.4% |
| 1Y | -7.1% | +60.3% | -67.4% | -17.7% |
| 3Y | -7.1% | +62.9% | -70.0% | -20.1% |
| All | -3.1% | +180.1% | -183.2% | -24.1% |
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