+1.3%
CCL vs TECK
+220.9%
-219.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -3.0% |
| 7D | -0.1% | +7.8% | -7.9% | -3.2% |
| 30D | -20.0% | +8.3% | -28.2% | -22.7% |
| 3M | -13.7% | +16.1% | -29.7% | -19.4% |
| 6M | -9.0% | +42.9% | -51.9% | -22.2% |
| YTD | -22.8% | +50.8% | -73.6% | -35.9% |
| 1Y | -25.3% | +106.1% | -131.4% | -46.2% |
| 3Y | +54.1% | +84.0% | -30.0% | +10.8% |
| All | +1.3% | +220.9% | -219.6% | -41.2% |
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 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