-59.7%
CSGP vs TECK
+91.1%
-150.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.0% | -4.7% | +2.0% |
| 7D | -1.8% | +3.1% | -4.9% | -1.9% |
| 30D | +5.3% | -5.0% | +10.3% | +5.5% |
| 3M | +3.3% | -2.6% | +5.9% | +3.3% |
| 6M | -4.7% | 0.0% | -4.6% | -4.8% |
| YTD | -53.5% | +35.6% | -89.2% | -56.0% |
| 1Y | -53.7% | +58.1% | -111.8% | -57.5% |
| 3Y | -59.7% | +93.3% | -153.1% | -65.5% |
| All | -59.7% | +91.1% | -150.9% | -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