+774.9%
CLS vs TECK
+91.3%
+683.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +7.0% | +0.9% | +3.6% |
| 7D | -10.6% | +3.1% | -13.6% | -12.1% |
| 30D | -38.4% | -5.0% | -33.5% | -36.3% |
| 3M | -29.9% | -2.6% | -27.3% | -28.7% |
| 6M | -40.6% | 0.0% | -40.6% | -40.4% |
| YTD | -24.6% | +35.6% | -60.2% | -36.7% |
| 1Y | -30.8% | +58.1% | -88.9% | -46.5% |
| All | +774.9% | +91.3% | +683.5% | +518.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling