+18.8%
CLF vs TECK
+52.7%
-33.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.0% | 0.0% | +3.1% |
| 7D | -14.1% | +3.1% | -17.2% | -15.4% |
| 30D | -5.5% | -5.0% | -0.6% | -3.0% |
| 3M | 0.0% | -2.6% | +2.6% | +0.4% |
| 6M | +11.3% | 0.0% | +11.3% | +9.8% |
| YTD | -7.7% | +35.6% | -43.3% | -22.7% |
| All | +18.8% | +52.7% | -33.9% | -7.4% |
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