-45.6%
CHTR vs TECK
+59.3%
-104.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.4% | +5.9% |
| 7D | +14.1% | +2.3% | +11.8% | +14.2% |
| 30D | +11.6% | -5.0% | +16.6% | +11.3% |
| 3M | -21.4% | -0.3% | -21.1% | -21.4% |
| 6M | -27.3% | +13.9% | -41.1% | -26.9% |
| YTD | -42.4% | +35.2% | -77.6% | -43.9% |
| 1Y | -45.6% | +57.5% | -103.1% | -48.3% |
| All | -45.6% | +59.3% | -104.9% | -48.3% |
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