+215.0%
TECK vs CG
+9.9%
+205.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.3% | +5.1% |
| 7D | +7.8% | -1.3% | +9.0% | +8.3% |
| 30D | +8.3% | -3.2% | +11.4% | +9.4% |
| 3M | +16.1% | +6.2% | +9.9% | +12.6% |
| 6M | +42.9% | -4.7% | +47.5% | +44.7% |
| YTD | +50.8% | -20.6% | +71.4% | +63.5% |
| 1Y | +106.1% | -26.4% | +132.4% | +129.5% |
| 3Y | +84.0% | +55.4% | +28.7% | +43.6% |
| All | +215.0% | +9.9% | +205.1% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling