+7.1%
CL vs TECK
+74.0%
-66.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.5% |
| 7D | -2.3% | +4.9% | -7.2% | -2.0% |
| 30D | -5.5% | +5.2% | -10.7% | -5.2% |
| 3M | +0.8% | +13.8% | -13.0% | +1.9% |
| 6M | -4.2% | +38.5% | -42.7% | -2.6% |
| YTD | +13.4% | +47.3% | -33.9% | +15.8% |
| 1Y | +7.1% | +81.0% | -73.9% | +8.6% |
| All | +7.1% | +74.0% | -66.9% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling