+1,161.8%
CI vs TECK
+2,028.7%
-866.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.0% | -6.3% | -0.5% |
| 7D | +0.1% | +3.1% | -2.9% | -0.4% |
| 30D | +4.7% | -5.0% | +9.6% | +5.3% |
| 3M | +5.2% | -2.6% | +7.8% | +5.1% |
| 6M | +3.8% | 0.0% | +3.8% | +2.5% |
| YTD | +9.2% | +35.6% | -26.4% | +1.6% |
| 1Y | +14.3% | +58.1% | -43.8% | +3.4% |
| 3Y | +8.4% | +93.3% | -84.9% | -8.4% |
| 5Y | +50.0% | +153.7% | -103.7% | +15.8% |
| 10Y | +142.2% | +226.7% | -84.5% | +60.4% |
| All | +1,161.8% | +2,028.7% | -866.9% | +448.4% |
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