+24.9%
TECK vs CG
-8.4%
+33.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.3% |
| 7D | -0.3% | -4.3% | +4.0% | +1.9% |
| 30D | +4.6% | -5.1% | +9.7% | +7.2% |
| 3M | +2.8% | +8.7% | -5.8% | -3.1% |
| 6M | +24.9% | -9.2% | +34.1% | +30.4% |
| All | +24.9% | -8.4% | +33.3% | +30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling