+1,056.5%
CCJ vs TECK
+377.7%
+678.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -4.0% | -3.8% | -0.2% | -2.6% |
| 30D | -2.4% | +0.7% | -3.1% | -2.6% |
| 3M | -2.3% | +4.6% | -6.9% | -4.4% |
| 6M | -16.2% | +25.1% | -41.3% | -23.2% |
| YTD | +5.7% | +39.2% | -33.5% | -6.9% |
| 1Y | +21.3% | +60.3% | -39.1% | +1.3% |
| 3Y | +159.4% | +62.9% | +96.5% | +109.6% |
| 5Y | +300.7% | +181.5% | +119.2% | +158.1% |
| All | +1,056.5% | +377.7% | +678.8% | +485.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling