+226.3%
CLSK vs TECK
+65.8%
+160.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.2% |
| 7D | +7.7% | -3.8% | +11.6% | +10.9% |
| 30D | +12.2% | +0.7% | +11.5% | +11.8% |
| 3M | -15.5% | +4.6% | -20.1% | -18.4% |
| 6M | +39.3% | +25.1% | +14.2% | +17.5% |
| YTD | +35.1% | +39.2% | -4.1% | +5.5% |
| 1Y | +34.0% | +60.3% | -26.3% | -6.3% |
| 3Y | +226.3% | +62.9% | +163.4% | +119.7% |
| All | +226.3% | +65.8% | +160.5% | +119.7% |
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 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