+247.9%
CB vs TECK
+203.4%
+44.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.9% |
| 7D | 0.0% | +2.1% | -2.1% | -0.3% |
| 30D | +7.4% | -8.9% | +16.3% | +8.4% |
| 3M | +8.6% | -7.1% | +15.7% | +9.2% |
| 6M | +16.1% | -7.0% | +23.1% | +16.1% |
| YTD | +20.2% | +28.3% | -8.2% | +13.9% |
| 1Y | +27.2% | +40.6% | -13.4% | +18.8% |
| 3Y | +72.7% | +78.2% | -5.5% | +51.0% |
| 5Y | +105.9% | +129.5% | -23.6% | +65.9% |
| All | +247.9% | +203.4% | +44.5% | +128.1% |
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