-70.0%
CPNG vs TECK
+244.4%
-314.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.2% |
| 7D | -7.6% | +4.9% | -12.5% | -8.7% |
| 30D | -8.8% | +5.2% | -14.0% | -10.0% |
| 3M | -7.2% | +13.8% | -21.0% | -10.4% |
| 6M | -21.5% | +38.5% | -60.0% | -28.1% |
| YTD | -37.4% | +47.3% | -84.8% | -43.9% |
| 1Y | -54.3% | +81.0% | -135.3% | -61.3% |
| 3Y | -20.3% | +79.9% | -100.2% | -34.1% |
| 5Y | -51.2% | +207.9% | -259.1% | -61.2% |
| All | -70.0% | +244.4% | -314.5% | -76.2% |
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 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