+216.8%
CB vs TECK
+373.9%
-157.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -2.0% |
| 7D | -0.6% | +7.8% | -8.4% | -1.6% |
| 30D | -3.9% | +8.3% | -12.2% | -4.9% |
| 3M | +4.9% | +16.1% | -11.2% | +2.5% |
| 6M | +3.3% | +42.9% | -39.6% | -2.4% |
| YTD | +8.5% | +50.8% | -42.2% | +1.2% |
| 1Y | +22.1% | +106.1% | -84.0% | +8.4% |
| 3Y | +70.1% | +84.0% | -13.9% | +49.4% |
| 5Y | +97.4% | +223.5% | -126.1% | +51.7% |
| 10Y | +216.8% | +378.1% | -161.3% | +103.6% |
| All | +216.8% | +373.9% | -157.1% | +103.6% |
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