-60.8%
CLSK vs TECK
+227.9%
-288.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.5% |
| 7D | +7.7% | -3.8% | +11.6% | +9.2% |
| 30D | +12.2% | +0.7% | +11.5% | +12.1% |
| 3M | -15.5% | +4.6% | -20.1% | -16.5% |
| 6M | +39.3% | +25.1% | +14.2% | +30.7% |
| YTD | +35.1% | +39.2% | -4.1% | +23.2% |
| 1Y | +34.0% | +60.3% | -26.3% | +17.2% |
| 3Y | +226.3% | +62.9% | +163.4% | +186.0% |
| 5Y | +6.4% | +181.5% | -175.1% | -13.6% |
| All | -60.8% | +227.9% | -288.7% | -64.7% |
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