+5,294.5%
CF vs TECK
+304.9%
+4,989.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.1% | +13.2% | +8.5% |
| 7D | +0.4% | -6.0% | +6.4% | +1.9% |
| 30D | +2.2% | -10.7% | +12.9% | +5.2% |
| 3M | +2.1% | -9.2% | +11.3% | +4.0% |
| 6M | -6.5% | +3.9% | -10.5% | -11.0% |
| YTD | +55.6% | +25.7% | +29.9% | +35.6% |
| 1Y | +42.3% | +44.3% | -2.0% | +17.8% |
| 3Y | +55.7% | +65.7% | -10.0% | +15.8% |
| 5Y | +122.4% | +136.6% | -14.2% | +37.1% |
| 10Y | +568.5% | +221.4% | +347.2% | +219.2% |
| All | +5,294.5% | +304.9% | +4,989.6% | +1,918.8% |
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