-41.4%
CHTR vs TECK
+108.8%
-150.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.1% | -0.3% | -0.7% | -1.1% |
| 30D | -0.8% | +4.6% | -5.4% | -0.7% |
| 3M | +17.8% | +2.8% | +14.9% | +18.4% |
| 6M | -34.5% | +24.9% | -59.4% | -34.1% |
| YTD | -27.2% | +44.7% | -71.9% | -28.3% |
| 1Y | -41.4% | +112.0% | -153.4% | -42.9% |
| All | -41.4% | +108.8% | -150.2% | -42.9% |
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