+1,319.8%
CLS vs TECK
+2,171.4%
-851.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +4.6% | -0.3% | +4.9% | +4.7% |
| 30D | -13.9% | +4.6% | -18.5% | -15.0% |
| 3M | -26.6% | +2.8% | -29.4% | -27.0% |
| 6M | +15.4% | +24.9% | -9.5% | +8.9% |
| YTD | +5.7% | +44.7% | -39.1% | -4.5% |
| 1Y | +41.1% | +112.0% | -70.9% | +14.8% |
| 3Y | +1,228.6% | +67.6% | +1,161.0% | +1,040.0% |
| 5Y | +3,240.6% | +200.3% | +3,040.3% | +2,252.2% |
| 10Y | +2,760.3% | +358.2% | +2,402.1% | +1,512.1% |
| All | +1,319.8% | +2,171.4% | -851.6% | +369.9% |
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