+53.4%
CL vs TECK
+373.9%
-320.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.5% |
| 7D | -1.4% | +7.8% | -9.1% | -1.6% |
| 30D | -5.2% | +8.3% | -13.5% | -5.5% |
| 3M | +3.3% | +16.1% | -12.8% | +2.7% |
| 6M | -4.4% | +42.9% | -47.2% | -5.7% |
| YTD | +13.9% | +50.8% | -36.8% | +11.9% |
| 1Y | +7.6% | +106.1% | -98.4% | +4.3% |
| 3Y | +29.6% | +84.0% | -54.5% | +25.0% |
| 5Y | +28.1% | +223.5% | -195.4% | +18.2% |
| 10Y | +53.4% | +378.1% | -324.7% | +28.4% |
| All | +53.4% | +373.9% | -320.5% | +28.4% |
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 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