+558.0%
CLX vs TECK
+1,881.2%
-1,323.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.2% |
| 7D | +9.5% | -0.4% | +10.0% | +9.5% |
| 30D | +30.7% | -7.1% | +37.8% | +31.0% |
| 3M | +4.2% | -5.5% | +9.7% | +4.4% |
| 6M | +22.1% | -9.7% | +31.8% | +22.4% |
| YTD | +14.1% | +26.3% | -12.2% | +12.6% |
| 1Y | +10.3% | +44.4% | -34.1% | +8.3% |
| 3Y | -7.8% | +70.1% | -77.9% | -10.8% |
| 5Y | -20.8% | +125.8% | -146.6% | -25.3% |
| 10Y | +31.9% | +200.6% | -168.7% | +18.5% |
| All | +558.0% | +1,881.2% | -1,323.2% | +413.3% |
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