-50.5%
CPNG vs TECK
+180.1%
-230.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.9% |
| 7D | -1.1% | -3.8% | +2.7% | -0.2% |
| 30D | -7.4% | +0.7% | -8.1% | -7.7% |
| 3M | -12.3% | +4.6% | -17.0% | -13.9% |
| 6M | -19.4% | +25.1% | -44.6% | -25.0% |
| YTD | -35.9% | +39.2% | -75.1% | -42.5% |
| 1Y | -53.4% | +60.3% | -113.7% | -60.0% |
| 3Y | -20.0% | +62.9% | -82.9% | -33.9% |
| All | -50.5% | +180.1% | -230.6% | -60.2% |
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