-61.9%
CLSK vs TECK
+247.1%
-309.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.7% |
| 7D | +17.2% | +4.9% | +12.3% | +15.5% |
| 30D | +14.6% | +5.2% | +9.4% | +12.9% |
| 3M | -16.8% | +13.8% | -30.6% | -19.9% |
| 6M | +38.2% | +38.5% | -0.3% | +25.5% |
| YTD | +31.2% | +47.3% | -16.1% | +17.5% |
| 1Y | +37.3% | +81.0% | -43.7% | +15.8% |
| 3Y | +201.8% | +79.9% | +122.0% | +157.3% |
| 5Y | -1.6% | +207.9% | -209.4% | -21.7% |
| All | -61.9% | +247.1% | -309.1% | -66.3% |
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