+568.0%
CF vs TECK
+212.7%
+355.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -3.2% | -0.2% | -2.9% | -3.5% |
| 30D | +4.3% | -7.5% | +11.9% | +6.0% |
| 3M | +2.8% | -8.4% | +11.2% | +4.3% |
| 6M | +0.6% | -2.2% | +2.8% | -1.6% |
| YTD | +56.6% | +26.8% | +29.8% | +36.8% |
| 1Y | +49.6% | +46.5% | +3.1% | +23.9% |
| 3Y | +61.5% | +69.0% | -7.5% | +19.4% |
| 5Y | +124.0% | +138.8% | -14.8% | +34.4% |
| All | +568.0% | +212.7% | +355.2% | +208.3% |
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