+196.9%
TECK vs CASY
+555.0%
-358.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -0.4% | +3.6% | -4.0% | -1.6% |
| 30D | -7.1% | +9.1% | -16.2% | -10.1% |
| 3M | -5.5% | -16.5% | +11.0% | -0.3% |
| 6M | -9.7% | -19.7% | +10.0% | -4.8% |
| YTD | +26.3% | +29.3% | -3.0% | +9.9% |
| 1Y | +44.4% | +33.1% | +11.2% | +24.0% |
| 3Y | +70.1% | +158.5% | -88.5% | +9.4% |
| 5Y | +125.8% | +266.7% | -140.9% | +21.9% |
| All | +196.9% | +555.0% | -358.1% | +27.9% |
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