+1,914.6%
CLS vs TECK
+198.5%
+1,716.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.7% |
| 7D | +16.3% | -0.4% | +16.7% | +16.5% |
| 30D | -25.7% | -7.1% | -18.6% | -23.4% |
| 3M | -30.9% | -5.5% | -25.4% | -29.1% |
| 6M | -35.5% | -9.7% | -25.8% | -32.5% |
| YTD | -18.7% | +26.3% | -44.9% | -25.0% |
| 1Y | -17.9% | +44.4% | -62.3% | -27.8% |
| 3Y | +838.1% | +70.1% | +768.0% | +669.0% |
| 5Y | +1,971.9% | +125.8% | +1,846.1% | +1,350.7% |
| All | +1,914.6% | +198.5% | +1,716.1% | +908.0% |
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