+50.7%
CF vs TECK
+48.4%
+2.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +2.1% |
| 7D | +4.8% | +1.7% | +3.1% | +5.1% |
| 30D | +9.7% | -7.6% | +17.3% | +8.9% |
| 3M | +1.2% | -5.9% | +7.1% | +0.9% |
| 6M | +7.4% | -2.8% | +10.2% | +8.4% |
| YTD | +60.5% | +31.8% | +28.7% | +63.1% |
| 1Y | +50.7% | +49.1% | +1.6% | +49.9% |
| All | +50.7% | +48.4% | +2.3% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling