+112.0%
CF vs TECK
+134.3%
-22.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -3.2% | -0.2% | -2.9% | -3.4% |
| 30D | +4.3% | -7.5% | +11.9% | +5.3% |
| 3M | +2.8% | -8.4% | +11.2% | +3.7% |
| 6M | +0.6% | -2.2% | +2.8% | -0.7% |
| YTD | +56.6% | +26.8% | +29.8% | +42.9% |
| 1Y | +49.6% | +46.5% | +3.1% | +31.2% |
| 3Y | +61.5% | +69.0% | -7.5% | +29.2% |
| All | +112.0% | +134.3% | -22.3% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling