+36.1%
CCL vs TECK
+148.6%
-112.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.7% |
| 7D | -1.5% | -1.2% | -0.3% | -1.1% |
| 30D | +16.5% | -5.7% | +22.2% | +19.2% |
| 3M | +11.2% | -3.6% | +14.8% | +12.2% |
| 6M | +22.6% | -2.2% | +24.8% | +21.7% |
| YTD | +2.6% | +33.6% | -31.0% | -11.5% |
| 1Y | +17.0% | +49.0% | -32.0% | -4.0% |
| 3Y | +145.5% | +85.4% | +60.2% | +72.6% |
| 5Y | +36.1% | +138.5% | -102.4% | -33.5% |
| All | +36.1% | +148.6% | -112.5% | -33.5% |
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