+3,204.5%
CCJ vs TECK
+2,171.4%
+1,033.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.7% | -0.3% | +1.1% | +0.9% |
| 30D | +6.9% | +4.6% | +2.2% | +5.2% |
| 3M | -11.6% | +2.8% | -14.5% | -12.7% |
| 6M | -16.2% | +24.9% | -41.1% | -22.8% |
| YTD | +10.1% | +44.7% | -34.6% | -4.0% |
| 1Y | +32.3% | +112.0% | -79.7% | -0.4% |
| 3Y | +171.3% | +67.6% | +103.7% | +117.4% |
| 5Y | +372.4% | +200.3% | +172.0% | +193.5% |
| 10Y | +1,070.0% | +358.2% | +711.8% | +423.9% |
| All | +3,204.5% | +2,171.4% | +1,033.1% | +610.2% |
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