+3,154.0%
CLS vs TECK
+377.7%
+2,776.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.7% | +6.2% |
| 7D | +10.9% | -3.8% | +14.8% | +12.6% |
| 30D | +2.1% | +0.7% | +1.3% | +1.7% |
| 3M | -10.2% | +4.6% | -14.8% | -11.8% |
| 6M | +30.4% | +25.1% | +5.3% | +20.7% |
| YTD | +17.2% | +39.2% | -21.9% | +4.1% |
| 1Y | +41.0% | +60.3% | -19.3% | +19.5% |
| 3Y | +1,338.0% | +62.9% | +1,275.1% | +1,084.9% |
| 5Y | +3,860.6% | +181.5% | +3,679.1% | +2,475.5% |
| All | +3,154.0% | +377.7% | +2,776.3% | +1,501.0% |
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