+389.5%
TECK vs CASY
+468.0%
-78.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.2% | +12.0% | +2.6% |
| 7D | +4.9% | -16.5% | +21.4% | +11.1% |
| 30D | +5.2% | -26.4% | +31.6% | +16.2% |
| 3M | +13.8% | -17.3% | +31.1% | +18.4% |
| 6M | +38.5% | -5.2% | +43.7% | +36.3% |
| YTD | +47.3% | +14.1% | +33.3% | +34.8% |
| 1Y | +81.0% | +16.6% | +64.4% | +63.6% |
| 3Y | +79.9% | +163.7% | -83.8% | +14.8% |
| 5Y | +207.9% | +231.3% | -23.4% | +74.0% |
| 10Y | +389.5% | +462.9% | -73.4% | +119.5% |
| All | +389.5% | +468.0% | -78.5% | +119.5% |
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