+54.1%
CCL vs TECK
+85.2%
-31.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.9% |
| 7D | -0.1% | +7.8% | -7.9% | -3.1% |
| 30D | -20.0% | +8.3% | -28.2% | -22.6% |
| 3M | -13.7% | +16.1% | -29.7% | -19.2% |
| 6M | -9.0% | +42.9% | -51.9% | -22.0% |
| YTD | -22.8% | +50.8% | -73.6% | -35.6% |
| 1Y | -25.3% | +106.1% | -131.4% | -45.9% |
| 3Y | +54.1% | +84.0% | -30.0% | +9.9% |
| All | +54.1% | +85.2% | -31.2% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling