+451.4%
CLX vs TECK
+2,171.4%
-1,720.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.3% |
| 7D | -9.2% | -0.3% | -8.9% | -9.2% |
| 30D | -11.0% | +4.6% | -15.7% | -11.2% |
| 3M | +5.0% | +2.8% | +2.2% | +4.8% |
| 6M | -18.8% | +24.9% | -43.7% | -19.7% |
| YTD | -4.4% | +44.7% | -49.1% | -6.1% |
| 1Y | -21.9% | +112.0% | -133.8% | -24.5% |
| 3Y | -32.8% | +67.6% | -100.3% | -34.9% |
| 5Y | -34.6% | +200.3% | -234.9% | -39.0% |
| 10Y | -4.7% | +358.2% | -362.9% | -16.3% |
| All | +451.4% | +2,171.4% | -1,720.0% | +328.0% |
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