+471.5%
CF vs TECK
+218.8%
+252.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | +10.4% | -1.2% | +11.6% | +10.4% |
| 30D | +7.6% | -5.7% | +13.3% | +8.6% |
| 3M | +5.2% | -3.6% | +8.8% | +4.9% |
| 6M | -0.1% | -2.2% | +2.1% | -2.2% |
| YTD | +61.7% | +33.6% | +28.1% | +38.9% |
| 1Y | +50.3% | +49.0% | +1.3% | +24.0% |
| 3Y | +66.0% | +85.4% | -19.4% | +19.0% |
| 5Y | +114.5% | +138.5% | -24.0% | +29.4% |
| 10Y | +471.5% | +218.0% | +253.5% | +155.2% |
| All | +471.5% | +218.8% | +252.7% | +155.2% |
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