+316.1%
CCJ vs TECK
+199.3%
+116.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -0.4% |
| 7D | +4.2% | +4.9% | -0.7% | +1.8% |
| 30D | +3.2% | +5.2% | -2.0% | +0.8% |
| 3M | -1.8% | +13.8% | -15.6% | -8.2% |
| 6M | -13.5% | +38.5% | -52.0% | -26.1% |
| YTD | +9.7% | +47.3% | -37.6% | -8.7% |
| 1Y | +30.0% | +81.0% | -51.0% | -1.6% |
| 3Y | +172.6% | +79.9% | +92.7% | +100.2% |
| All | +316.1% | +199.3% | +116.8% | +115.5% |
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