+487.0%
CF vs TECK
+221.5%
+265.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -2.2% |
| 7D | -0.9% | +3.1% | -3.9% | -2.2% |
| 30D | +6.9% | -5.0% | +11.9% | +7.8% |
| 3M | +4.8% | -2.6% | +7.4% | +4.4% |
| 6M | +4.7% | 0.0% | +4.7% | +1.8% |
| YTD | +56.5% | +35.6% | +20.8% | +33.9% |
| 1Y | +48.4% | +58.1% | -9.7% | +20.0% |
| 3Y | +59.1% | +93.3% | -34.2% | +12.4% |
| 5Y | +109.5% | +153.7% | -44.2% | +23.5% |
| 10Y | +487.0% | +226.7% | +260.2% | +163.2% |
| All | +487.0% | +221.5% | +265.4% | +163.2% |
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 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