-60.3%
CSGP vs TECK
+66.4%
-126.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -4.7% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +10.7% | -7.5% | +18.2% | +10.9% |
| 3M | +3.3% | -8.4% | +11.7% | +3.5% |
| 6M | -10.3% | -2.2% | -8.1% | -10.7% |
| YTD | -54.6% | +26.8% | -81.4% | -56.9% |
| 1Y | -54.6% | +46.5% | -101.2% | -58.1% |
| 3Y | -60.3% | +69.0% | -129.4% | -65.5% |
| All | -60.3% | +66.4% | -126.7% | -65.5% |
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