+42.8%
CCL vs TECK
+2,171.4%
-2,128.6%
-90.4%
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 | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | -20.3% | +4.6% | -25.0% | -21.4% |
| 3M | -15.1% | +2.8% | -18.0% | -16.2% |
| 6M | -15.1% | +24.9% | -40.0% | -20.5% |
| YTD | -21.8% | +44.7% | -66.5% | -29.8% |
| 1Y | -24.8% | +112.0% | -136.8% | -39.6% |
| 3Y | +51.9% | +67.6% | -15.7% | +27.5% |
| 5Y | +4.0% | +200.3% | -196.3% | -26.5% |
| 10Y | -42.2% | +358.2% | -400.4% | -65.1% |
| All | +42.8% | +2,171.4% | -2,128.6% | -37.9% |
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 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