+30.3%
CLX vs TECK
+203.4%
-173.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +1.3% |
| 7D | +8.5% | +2.1% | +6.4% | +8.5% |
| 30D | +30.0% | -8.9% | +38.9% | +30.0% |
| 3M | +3.8% | -7.1% | +10.9% | +3.8% |
| 6M | +24.6% | -7.0% | +31.6% | +24.7% |
| YTD | +12.8% | +28.3% | -15.6% | +12.7% |
| 1Y | +8.6% | +40.6% | -32.0% | +8.5% |
| 3Y | -8.6% | +78.2% | -86.8% | -8.8% |
| 5Y | -21.8% | +129.5% | -151.3% | -21.9% |
| All | +30.3% | +203.4% | -173.2% | +27.1% |
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