+73.2%
CB vs TECK
+76.5%
-3.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | -3.1% | +4.6% | -7.7% | -3.1% |
| 3M | +9.0% | +2.8% | +6.1% | +9.2% |
| 6M | +2.9% | +24.9% | -22.0% | +2.6% |
| YTD | +10.1% | +44.7% | -34.6% | +9.2% |
| 1Y | +22.8% | +112.0% | -89.2% | +20.0% |
| All | +73.2% | +76.5% | -3.3% | +70.0% |
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