-33.8%
CCL vs TECK
+203.4%
-237.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.9% | -0.5% | -2.5% |
| 7D | -0.3% | +2.1% | -2.5% | -1.4% |
| 30D | +10.3% | -8.9% | +19.2% | +15.1% |
| 3M | +6.6% | -7.1% | +13.7% | +9.5% |
| 6M | +20.0% | -7.0% | +27.0% | +21.8% |
| YTD | -1.9% | +28.3% | -30.2% | -15.5% |
| 1Y | +10.4% | +40.6% | -30.1% | -9.3% |
| 3Y | +134.8% | +78.2% | +56.6% | +61.9% |
| 5Y | +34.0% | +129.5% | -95.5% | -24.9% |
| All | -33.8% | +203.4% | -237.2% | -77.8% |
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