+1,054.7%
CLS vs TECK
+1,914.1%
-859.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.9% | +8.5% | +5.7% |
| 7D | +23.5% | +2.1% | +21.4% | +22.8% |
| 30D | -28.9% | -8.9% | -20.0% | -26.8% |
| 3M | -25.2% | -7.1% | -18.1% | -23.4% |
| 6M | -32.1% | -7.0% | -25.1% | -30.2% |
| YTD | -14.1% | +28.3% | -42.4% | -19.5% |
| 1Y | -24.1% | +40.6% | -64.6% | -30.5% |
| 3Y | +897.0% | +78.2% | +818.8% | +748.9% |
| 5Y | +2,089.9% | +129.5% | +1,960.4% | +1,568.5% |
| 10Y | +2,022.2% | +205.6% | +1,816.6% | +1,241.1% |
| All | +1,054.7% | +1,914.1% | -859.4% | +296.4% |
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