+80.1%
CLF vs TECK
+221.5%
-141.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.0% | 0.0% | +2.6% |
| 7D | -14.1% | +3.1% | -17.2% | -15.7% |
| 30D | -5.5% | -5.0% | -0.6% | -2.9% |
| 3M | 0.0% | -2.6% | +2.6% | +0.4% |
| 6M | +11.3% | 0.0% | +11.3% | +10.0% |
| YTD | -7.7% | +35.6% | -43.3% | -26.3% |
| 1Y | +17.5% | +58.1% | -40.6% | -15.1% |
| 3Y | -25.4% | +93.3% | -118.8% | -54.5% |
| 5Y | -46.0% | +153.7% | -199.7% | -74.7% |
| 10Y | +80.1% | +226.7% | -146.7% | -40.0% |
| All | +80.1% | +221.5% | -141.5% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling