+141.0%
CI vs TECK
+372.8%
-231.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | -1.1% | +4.9% | -6.0% | -1.8% |
| 30D | +0.5% | +5.2% | -4.7% | -0.4% |
| 3M | -5.2% | +13.8% | -19.0% | -7.5% |
| 6M | +4.3% | +38.5% | -34.2% | -1.9% |
| YTD | +2.8% | +47.3% | -44.6% | -4.7% |
| 1Y | -5.8% | +81.0% | -86.8% | -15.8% |
| 3Y | +4.7% | +79.9% | -75.1% | -9.4% |
| 5Y | +42.7% | +207.9% | -165.2% | +5.5% |
| 10Y | +141.0% | +389.5% | -248.5% | +42.0% |
| All | +141.0% | +372.8% | -231.9% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling