+44.5%
CI vs TECK
+195.2%
-150.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | +1.3% | -0.3% | +1.7% | +1.3% |
| 30D | +4.4% | +4.6% | -0.2% | +4.1% |
| 3M | +0.7% | +2.8% | -2.2% | +0.3% |
| 6M | +0.3% | +24.9% | -24.6% | -1.6% |
| YTD | +3.8% | +44.7% | -40.9% | +0.5% |
| 1Y | -5.5% | +112.0% | -117.5% | -11.2% |
| 3Y | +8.1% | +67.6% | -59.5% | +1.9% |
| All | +44.5% | +195.2% | -150.7% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling