+1,501.7%
CSGP vs TECK
+1,872.0%
-370.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.1% | +5.4% | -0.6% |
| 7D | +13.9% | -6.0% | +19.9% | +14.9% |
| 30D | +16.0% | -10.7% | +26.7% | +17.7% |
| 3M | +6.1% | -9.2% | +15.3% | +7.1% |
| 6M | -8.2% | +3.9% | -12.1% | -10.1% |
| YTD | -52.3% | +25.7% | -78.0% | -55.2% |
| 1Y | -54.5% | +44.3% | -98.8% | -58.2% |
| 3Y | -58.6% | +65.7% | -124.3% | -63.6% |
| 5Y | -61.5% | +136.6% | -198.1% | -69.0% |
| 10Y | +74.7% | +221.4% | -146.7% | +21.4% |
| All | +1,501.7% | +1,872.0% | -370.3% | +725.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling