+577.4%
CF vs TECK
+351.3%
+226.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +6.0% | -0.3% | +6.4% | +6.0% |
| 30D | +14.8% | +4.6% | +10.2% | +13.1% |
| 3M | +14.1% | +2.8% | +11.2% | +11.8% |
| 6M | +28.5% | +24.9% | +3.6% | +15.8% |
| YTD | +74.9% | +44.7% | +30.2% | +48.8% |
| 1Y | +61.7% | +112.0% | -50.3% | +19.3% |
| 3Y | +80.3% | +67.6% | +12.7% | +36.4% |
| 5Y | +226.0% | +200.3% | +25.6% | +84.5% |
| All | +577.4% | +351.3% | +226.1% | +194.5% |
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 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