-26.2%
CLX vs TECK
+66.9%
-93.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | -5.7% | -3.8% | -1.8% | -5.5% |
| 30D | -17.0% | +0.7% | -17.8% | -17.1% |
| 3M | -9.7% | +4.6% | -14.3% | -9.8% |
| 6M | -19.8% | +25.1% | -45.0% | -21.6% |
| YTD | -9.8% | +39.2% | -49.0% | -12.1% |
| 1Y | -26.2% | +60.3% | -86.5% | -28.5% |
| All | -26.2% | +66.9% | -93.1% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling