-63.1%
CSGP vs TECK
+130.0%
-193.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.0% |
| 7D | +1.3% | -0.4% | +1.8% | +1.4% |
| 30D | +2.8% | -7.1% | +9.9% | +3.4% |
| 3M | -6.3% | -5.5% | -0.9% | -6.1% |
| 6M | -3.2% | -9.7% | +6.5% | -2.8% |
| YTD | -54.0% | +26.3% | -80.2% | -56.8% |
| 1Y | -54.8% | +44.4% | -99.2% | -58.7% |
| 3Y | -60.6% | +70.1% | -130.6% | -66.2% |
| All | -63.1% | +130.0% | -193.0% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling