+913.3%
CLS vs TECK
+2,028.7%
-1,115.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +7.0% | +0.9% | +5.8% |
| 7D | -10.6% | +3.1% | -13.6% | -11.3% |
| 30D | -38.4% | -5.0% | -33.5% | -37.4% |
| 3M | -29.9% | -2.6% | -27.3% | -29.2% |
| 6M | -40.6% | 0.0% | -40.6% | -40.2% |
| YTD | -24.6% | +35.6% | -60.2% | -30.4% |
| 1Y | -30.8% | +58.1% | -88.9% | -38.6% |
| 3Y | +811.7% | +93.3% | +718.4% | +659.4% |
| 5Y | +1,838.4% | +153.7% | +1,684.7% | +1,337.0% |
| 10Y | +1,751.5% | +226.7% | +1,524.8% | +1,048.9% |
| All | +913.3% | +2,028.7% | -1,115.4% | +242.6% |
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