+349.0%
TECK vs CGNX
+193.6%
+155.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.9% |
| 7D | -3.8% | +3.2% | -7.0% | -5.1% |
| 30D | +0.7% | +6.0% | -5.3% | -2.1% |
| 3M | +4.6% | +3.5% | +1.1% | +2.3% |
| 6M | +25.1% | +26.3% | -1.2% | +12.7% |
| YTD | +39.2% | +79.2% | -40.1% | +3.7% |
| 1Y | +60.3% | +43.8% | +16.5% | +30.1% |
| 3Y | +62.9% | +52.0% | +10.9% | +21.6% |
| 5Y | +181.5% | -24.0% | +205.5% | +176.9% |
| All | +349.0% | +193.6% | +155.4% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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