+37.6%
CL vs TECK
+66.4%
-28.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.1% |
| 7D | +1.3% | -0.2% | +1.6% | +1.3% |
| 30D | +11.4% | -7.5% | +18.9% | +11.1% |
| 3M | +4.4% | -8.4% | +12.9% | +4.2% |
| 6M | +10.8% | -2.2% | +13.0% | +11.0% |
| YTD | +25.1% | +26.8% | -1.7% | +26.2% |
| 1Y | +28.0% | +46.5% | -18.6% | +29.6% |
| 3Y | +37.6% | +69.0% | -31.4% | +36.6% |
| All | +37.6% | +66.4% | -28.7% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling