-29.6%
CLS vs TECK
+59.3%
-88.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.3% | -13.3% | -12.2% |
| 7D | -21.1% | +2.3% | -23.4% | -22.9% |
| 30D | -38.2% | -5.0% | -33.2% | -35.9% |
| 3M | -36.3% | -0.3% | -36.0% | -36.6% |
| 6M | -43.8% | +13.9% | -57.7% | -49.0% |
| YTD | -20.0% | +35.2% | -55.2% | -38.1% |
| 1Y | -29.6% | +57.5% | -87.1% | -55.7% |
| All | -29.6% | +59.3% | -88.9% | -55.7% |
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