+71.8%
CB vs TECK
+66.4%
+5.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | +0.2% | -0.2% | +0.5% | +0.3% |
| 30D | +9.1% | -7.5% | +16.6% | +9.0% |
| 3M | +3.4% | -8.4% | +11.9% | +3.3% |
| 6M | +14.1% | -2.2% | +16.3% | +14.0% |
| YTD | +18.0% | +26.8% | -8.8% | +16.8% |
| 1Y | +30.1% | +46.5% | -16.4% | +28.1% |
| 3Y | +71.8% | +69.0% | +2.8% | +66.0% |
| All | +71.8% | +66.4% | +5.4% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling