+20.2%
CLF vs TECK
+59.3%
-39.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.3% | -13.5% | -11.4% |
| 7D | -7.9% | +2.3% | -10.1% | -9.3% |
| 30D | +5.2% | -5.0% | +10.3% | +7.7% |
| 3M | +4.3% | -0.3% | +4.6% | +3.0% |
| 6M | +25.3% | +13.9% | +11.4% | +16.3% |
| YTD | -3.3% | +35.2% | -38.5% | -18.5% |
| 1Y | +20.2% | +57.5% | -37.3% | -6.3% |
| All | +20.2% | +59.3% | -39.1% | -6.3% |
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