-66.6%
CHTR vs TECK
+65.8%
-132.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | -4.1% | -3.8% | -0.2% | -3.7% |
| 30D | -3.0% | +0.7% | -3.7% | -3.2% |
| 3M | +4.8% | +4.6% | +0.2% | +3.8% |
| 6M | -35.0% | +25.1% | -60.1% | -37.5% |
| YTD | -30.2% | +39.2% | -69.3% | -34.8% |
| 1Y | -44.8% | +60.3% | -105.1% | -50.0% |
| 3Y | -66.6% | +62.9% | -129.5% | -71.5% |
| All | -66.6% | +65.8% | -132.3% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling