+482.4%
CSX vs TECK
+373.9%
+108.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -1.7% |
| 7D | +0.6% | +7.8% | -7.1% | -1.1% |
| 30D | -2.3% | +8.3% | -10.5% | -4.0% |
| 3M | +4.3% | +16.1% | -11.8% | +0.4% |
| 6M | +23.4% | +42.9% | -19.5% | +12.6% |
| YTD | +36.4% | +50.8% | -14.4% | +22.5% |
| 1Y | +53.0% | +106.1% | -53.0% | +27.2% |
| 3Y | +70.6% | +84.0% | -13.4% | +40.4% |
| 5Y | +65.5% | +223.5% | -158.0% | +12.2% |
| 10Y | +482.4% | +378.1% | +104.3% | +209.4% |
| All | +482.4% | +373.9% | +108.5% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling