+62.9%
TECK vs CASY
+158.0%
-95.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +1.2% |
| 7D | -3.8% | -18.6% | +14.7% | +0.1% |
| 30D | +0.7% | -26.6% | +27.4% | +7.1% |
| 3M | +4.6% | -32.8% | +37.4% | +13.3% |
| 6M | +25.1% | -10.0% | +35.1% | +23.7% |
| YTD | +39.2% | +11.6% | +27.6% | +28.9% |
| 1Y | +60.3% | +11.5% | +48.8% | +48.2% |
| 3Y | +62.9% | +160.7% | -97.8% | +27.6% |
| All | +62.9% | +158.0% | -95.1% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling