+86.2%
CL vs TECK
+203.4%
-117.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | 0.0% |
| 7D | -0.8% | +2.1% | -2.9% | -0.9% |
| 30D | +9.5% | -8.9% | +18.4% | +9.7% |
| 3M | +6.6% | -7.1% | +13.7% | +6.8% |
| 6M | +13.2% | -7.0% | +20.2% | +13.3% |
| YTD | +26.9% | +28.3% | -1.5% | +25.2% |
| 1Y | +27.6% | +40.6% | -13.0% | +25.5% |
| 3Y | +39.1% | +78.2% | -39.1% | +34.1% |
| 5Y | +41.3% | +129.5% | -88.2% | +32.6% |
| All | +86.2% | +203.4% | -117.2% | +60.0% |
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