+246.7%
CB vs TECK
+211.9%
+34.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +1.9% |
| 7D | +0.7% | +1.7% | -1.0% | +0.4% |
| 30D | +8.2% | -7.6% | +15.8% | +9.1% |
| 3M | +6.3% | -5.9% | +12.2% | +6.7% |
| 6M | +16.2% | -2.8% | +19.0% | +15.5% |
| YTD | +19.3% | +31.8% | -12.5% | +12.7% |
| 1Y | +29.2% | +49.1% | -19.9% | +19.8% |
| 3Y | +71.4% | +83.0% | -11.6% | +49.5% |
| 5Y | +104.2% | +150.6% | -46.4% | +62.2% |
| 10Y | +246.7% | +219.0% | +27.7% | +127.2% |
| All | +246.7% | +211.9% | +34.7% | +127.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling