+8.4%
CI vs TECK
+91.1%
-82.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.0% | -6.3% | +0.6% |
| 7D | +0.1% | +3.1% | -2.9% | +0.1% |
| 30D | +4.7% | -5.0% | +9.6% | +4.8% |
| 3M | +5.2% | -2.6% | +7.8% | +5.2% |
| 6M | +3.8% | 0.0% | +3.8% | +3.7% |
| YTD | +9.2% | +35.6% | -26.4% | +7.9% |
| 1Y | +14.3% | +58.1% | -43.8% | +12.4% |
| 3Y | +8.4% | +93.3% | -84.9% | +2.7% |
| All | +8.4% | +91.1% | -82.7% | +2.7% |
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