+1,186.7%
CI vs TECK
+1,995.8%
-809.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -1.3% | -1.2% | -0.1% | -1.2% |
| 30D | +6.4% | -5.7% | +12.1% | +7.2% |
| 3M | +10.7% | -3.6% | +14.3% | +10.8% |
| 6M | +5.5% | -2.2% | +7.7% | +4.6% |
| YTD | +11.4% | +33.6% | -22.2% | +3.9% |
| 1Y | +15.0% | +49.0% | -34.0% | +5.1% |
| 3Y | +9.0% | +85.4% | -76.4% | -7.3% |
| 5Y | +52.0% | +138.5% | -86.5% | +18.6% |
| 10Y | +150.9% | +218.0% | -67.0% | +66.9% |
| All | +1,186.7% | +1,995.8% | -809.0% | +460.6% |
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