+49.6%
CF vs TECK
+43.4%
+6.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.8% |
| 7D | -3.2% | -0.2% | -2.9% | -3.2% |
| 30D | +4.3% | -7.5% | +11.9% | +3.4% |
| 3M | +2.8% | -8.4% | +11.2% | +2.0% |
| 6M | +0.6% | -2.2% | +2.8% | +1.8% |
| YTD | +56.6% | +26.8% | +29.8% | +58.1% |
| 1Y | +49.6% | +46.5% | +3.1% | +47.3% |
| All | +49.6% | +43.4% | +6.2% | +47.3% |
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 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