-36.8%
CLX vs TECK
+213.6%
-250.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.2% |
| 7D | -4.9% | +4.9% | -9.8% | -4.9% |
| 30D | -15.8% | +5.2% | -21.0% | -15.8% |
| 3M | -7.9% | +13.8% | -21.7% | -7.9% |
| 6M | -19.0% | +38.5% | -57.5% | -19.0% |
| YTD | -7.9% | +47.3% | -55.3% | -7.8% |
| 1Y | -25.4% | +81.0% | -106.4% | -25.0% |
| 3Y | -35.0% | +79.9% | -114.9% | -34.8% |
| 5Y | -36.8% | +207.9% | -244.6% | -33.4% |
| All | -36.8% | +213.6% | -250.4% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling