+301.6%
CHTR vs TECK
+131.7%
+169.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.3% | +11.3% | +5.6% |
| 7D | -7.1% | -4.2% | -2.9% | -6.8% |
| 30D | -10.9% | -0.4% | -10.5% | -10.9% |
| 3M | +2.0% | +10.1% | -8.1% | +0.5% |
| 6M | -35.9% | +26.0% | -61.9% | -38.0% |
| YTD | -32.7% | +38.0% | -70.7% | -35.7% |
| 1Y | -46.6% | +63.8% | -110.3% | -50.1% |
| 3Y | -66.7% | +68.5% | -135.2% | -69.4% |
| 5Y | -82.1% | +179.2% | -261.3% | -84.8% |
| 10Y | -46.8% | +358.6% | -405.4% | -60.1% |
| All | +301.6% | +131.7% | +169.9% | +216.0% |
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