+5,967.0%
CF vs TECK
+366.4%
+5,600.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +6.0% | -0.3% | +6.4% | +6.0% |
| 30D | +14.8% | +4.6% | +10.2% | +12.9% |
| 3M | +14.1% | +2.8% | +11.2% | +11.4% |
| 6M | +28.5% | +24.9% | +3.6% | +14.6% |
| YTD | +74.9% | +44.7% | +30.2% | +47.2% |
| 1Y | +61.7% | +112.0% | -50.3% | +17.7% |
| 3Y | +80.3% | +67.6% | +12.7% | +34.8% |
| 5Y | +226.0% | +200.3% | +25.6% | +86.3% |
| 10Y | +569.9% | +358.2% | +211.6% | +183.2% |
| All | +5,967.0% | +366.4% | +5,600.5% | +2,091.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling