+565.1%
CL vs TECK
+2,171.4%
-1,606.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.2% | -0.3% | -1.8% | -2.2% |
| 30D | -4.8% | +4.6% | -9.5% | -5.1% |
| 3M | +4.9% | +2.8% | +2.1% | +4.5% |
| 6M | -5.7% | +24.9% | -30.6% | -7.5% |
| YTD | +14.4% | +44.7% | -30.4% | +10.9% |
| 1Y | +8.7% | +112.0% | -103.2% | +2.5% |
| 3Y | +30.0% | +67.6% | -37.6% | +23.0% |
| 5Y | +28.4% | +200.3% | -172.0% | +14.2% |
| 10Y | +50.1% | +358.2% | -308.1% | +22.4% |
| All | +565.1% | +2,171.4% | -1,606.3% | +396.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling