+84.9%
CL vs TECK
+211.9%
-127.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.2% |
| 7D | +2.6% | +1.7% | +0.9% | +2.5% |
| 30D | +11.8% | -7.6% | +19.4% | +12.0% |
| 3M | +5.9% | -5.9% | +11.8% | +6.0% |
| 6M | +13.3% | -2.8% | +16.2% | +13.2% |
| YTD | +27.1% | +31.8% | -4.7% | +25.4% |
| 1Y | +28.0% | +49.1% | -21.1% | +25.6% |
| 3Y | +39.4% | +83.0% | -43.6% | +34.2% |
| 5Y | +40.8% | +150.6% | -109.9% | +31.5% |
| 10Y | +84.9% | +219.0% | -134.1% | +58.8% |
| All | +84.9% | +211.9% | -127.1% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling