+97.4%
CB vs TECK
+207.5%
-110.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.7% |
| 7D | -0.6% | +7.8% | -8.4% | -1.1% |
| 30D | -3.9% | +8.3% | -12.2% | -4.4% |
| 3M | +4.9% | +16.1% | -11.2% | +3.8% |
| 6M | +3.3% | +42.9% | -39.6% | +0.2% |
| YTD | +8.5% | +50.8% | -42.2% | +4.4% |
| 1Y | +22.1% | +106.1% | -84.0% | +13.7% |
| 3Y | +70.1% | +84.0% | -13.9% | +56.7% |
| 5Y | +97.4% | +223.5% | -126.1% | +66.8% |
| All | +97.4% | +207.5% | -110.1% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling