+61.5%
CF vs TECK
+66.4%
-4.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | -3.2% | -0.2% | -2.9% | -3.3% |
| 30D | +4.3% | -7.5% | +11.9% | +4.6% |
| 3M | +2.8% | -8.4% | +11.2% | +3.1% |
| 6M | +0.6% | -2.2% | +2.8% | +0.2% |
| YTD | +56.6% | +26.8% | +29.8% | +49.0% |
| 1Y | +49.6% | +46.5% | +3.1% | +38.6% |
| 3Y | +61.5% | +69.0% | -7.5% | +39.1% |
| All | +61.5% | +66.4% | -4.9% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling