+452.9%
CLF vs TECK
+1,968.8%
-1,515.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.8% | +7.7% | +6.7% |
| 7D | -9.1% | +1.7% | -10.7% | -10.1% |
| 30D | -0.9% | -7.6% | +6.7% | +3.5% |
| 3M | +3.0% | -5.9% | +8.8% | +5.5% |
| 6M | +16.7% | -2.8% | +19.5% | +17.4% |
| YTD | -3.2% | +31.8% | -35.0% | -21.4% |
| 1Y | +24.6% | +49.1% | -24.5% | -6.6% |
| 3Y | -22.3% | +83.0% | -105.3% | -50.8% |
| 5Y | -41.2% | +150.6% | -191.8% | -71.8% |
| 10Y | +83.5% | +219.0% | -135.4% | -33.6% |
| All | +452.9% | +1,968.8% | -1,515.8% | +41.5% |
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