+219.0%
TECK vs CASY
+539.5%
-320.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.1% |
| 7D | +1.7% | +5.0% | -3.3% | 0.0% |
| 30D | -7.6% | +8.2% | -15.8% | -10.4% |
| 3M | -5.9% | -18.2% | +12.3% | -0.1% |
| 6M | -2.8% | -18.6% | +15.7% | +1.7% |
| YTD | +31.8% | +26.8% | +5.0% | +15.5% |
| 1Y | +49.1% | +31.6% | +17.5% | +28.4% |
| 3Y | +83.0% | +156.5% | -73.5% | +17.9% |
| 5Y | +150.6% | +258.6% | -108.0% | +36.3% |
| 10Y | +219.0% | +550.3% | -331.3% | +37.0% |
| All | +219.0% | +539.5% | -320.5% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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