-58.4%
CSGP vs TECK
+64.8%
-123.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.1% | +5.4% | -1.4% |
| 7D | +13.9% | -6.0% | +19.9% | +14.1% |
| 30D | +16.0% | -10.7% | +26.7% | +16.4% |
| 3M | +6.1% | -9.2% | +15.3% | +6.4% |
| 6M | -8.2% | +3.9% | -12.1% | -9.2% |
| YTD | -52.3% | +25.7% | -78.0% | -54.7% |
| 1Y | -54.5% | +44.3% | -98.8% | -57.9% |
| All | -58.4% | +64.8% | -123.2% | -63.8% |
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