+627.6%
CL vs TECK
+1,890.1%
-1,262.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.2% |
| 7D | +1.3% | -0.2% | +1.6% | +1.3% |
| 30D | +11.4% | -7.5% | +18.9% | +11.8% |
| 3M | +4.4% | -8.4% | +12.9% | +4.8% |
| 6M | +10.8% | -2.2% | +13.0% | +10.4% |
| YTD | +25.1% | +26.8% | -1.7% | +22.2% |
| 1Y | +28.0% | +46.5% | -18.6% | +23.7% |
| 3Y | +37.6% | +69.0% | -31.4% | +29.9% |
| 5Y | +39.7% | +138.8% | -99.1% | +26.3% |
| 10Y | +75.8% | +224.3% | -148.6% | +47.1% |
| All | +627.6% | +1,890.1% | -1,262.5% | +446.5% |
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