+32.2%
CB vs TECK
+59.3%
-27.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +2.4% |
| 7D | +5.3% | +2.3% | +3.0% | +5.4% |
| 30D | +13.2% | -5.0% | +18.2% | +12.8% |
| 3M | +7.8% | -0.3% | +8.0% | +7.9% |
| 6M | +15.8% | +13.9% | +1.9% | +16.9% |
| YTD | +21.0% | +35.2% | -14.2% | +20.7% |
| 1Y | +32.2% | +57.5% | -25.4% | +32.2% |
| All | +32.2% | +59.3% | -27.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling