+2,238.3%
CB vs TECK
+1,890.1%
+348.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.2% | -0.2% | +0.5% | +0.2% |
| 30D | +9.1% | -7.5% | +16.6% | +10.1% |
| 3M | +3.4% | -8.4% | +11.9% | +4.3% |
| 6M | +14.1% | -2.2% | +16.3% | +13.2% |
| YTD | +18.0% | +26.8% | -8.8% | +11.8% |
| 1Y | +30.1% | +46.5% | -16.4% | +20.5% |
| 3Y | +71.8% | +69.0% | +2.8% | +51.4% |
| 5Y | +101.8% | +138.8% | -36.9% | +63.3% |
| 10Y | +252.1% | +224.3% | +27.8% | +147.9% |
| All | +2,238.3% | +1,890.1% | +348.2% | +1,056.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling