+1,099.3%
CI vs TECK
+2,171.4%
-1,072.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +1.3% | -0.3% | +1.7% | +1.3% |
| 30D | +4.4% | +4.6% | -0.2% | +3.6% |
| 3M | +0.7% | +2.8% | -2.2% | -0.5% |
| 6M | +0.3% | +24.9% | -24.6% | -4.5% |
| YTD | +3.8% | +44.7% | -40.9% | -4.1% |
| 1Y | -5.5% | +112.0% | -117.5% | -18.7% |
| 3Y | +8.1% | +67.6% | -59.5% | -6.1% |
| 5Y | +42.8% | +200.3% | -157.5% | +7.0% |
| 10Y | +143.9% | +358.2% | -214.3% | +52.1% |
| All | +1,099.3% | +2,171.4% | -1,072.1% | +417.8% |
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