+437.4%
CLF vs TECK
+2,171.4%
-1,734.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | +7.6% | -0.3% | +7.9% | +7.7% |
| 30D | -1.2% | +4.6% | -5.8% | -4.2% |
| 3M | -13.4% | +2.8% | -16.2% | -15.1% |
| 6M | +15.4% | +24.9% | -9.5% | -0.3% |
| YTD | -5.9% | +44.7% | -50.6% | -27.1% |
| 1Y | +18.8% | +112.0% | -93.2% | -27.8% |
| 3Y | -19.4% | +67.6% | -87.0% | -46.3% |
| 5Y | -47.7% | +200.3% | -248.1% | -77.5% |
| 10Y | +130.4% | +358.2% | -227.8% | -33.8% |
| All | +437.4% | +2,171.4% | -1,734.0% | +31.2% |
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