-25.9%
CCJ vs TECK
+59.3%
-85.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -4.1% |
| 7D | -14.5% | +2.3% | -16.8% | -15.9% |
| 30D | -18.1% | -5.0% | -13.0% | -15.3% |
| 3M | -23.0% | -0.3% | -22.7% | -23.2% |
| 6M | -39.4% | +13.9% | -53.2% | -45.4% |
| YTD | -21.7% | +35.2% | -56.9% | -36.4% |
| 1Y | -25.9% | +57.5% | -83.5% | -46.3% |
| All | -25.9% | +59.3% | -85.2% | -46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling