-22.4%
CPNG vs TECK
+64.4%
-86.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +1.1% |
| 7D | -5.4% | -4.2% | -1.2% | -4.4% |
| 30D | -11.1% | -0.4% | -10.7% | -11.2% |
| 3M | -3.0% | +10.1% | -13.1% | -6.0% |
| 6M | -23.5% | +26.0% | -49.5% | -29.1% |
| YTD | -37.8% | +38.0% | -75.9% | -44.4% |
| 1Y | -54.3% | +63.8% | -118.1% | -61.4% |
| All | -22.4% | +64.4% | -86.8% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling