+44.1%
CSGP vs TECK
+351.3%
-307.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.1% | -0.3% | -3.7% | -4.0% |
| 30D | +2.3% | +4.6% | -2.3% | +1.6% |
| 3M | -8.2% | +2.8% | -11.0% | -9.1% |
| 6M | -35.1% | +24.9% | -60.0% | -38.0% |
| YTD | -54.0% | +44.7% | -98.8% | -57.4% |
| 1Y | -65.3% | +112.0% | -177.3% | -70.0% |
| 3Y | -62.6% | +67.6% | -130.2% | -67.1% |
| 5Y | -64.8% | +200.3% | -265.2% | -72.5% |
| All | +44.1% | +351.3% | -307.2% | -7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling