+272.2%
CME vs TECK
+373.8%
-101.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +0.3% |
| 7D | -2.4% | -4.2% | +1.9% | -2.0% |
| 30D | +6.2% | -0.4% | +6.5% | +6.1% |
| 3M | +4.4% | +10.1% | -5.8% | +3.2% |
| 6M | -9.6% | +26.0% | -35.6% | -12.2% |
| YTD | +3.8% | +38.0% | -34.3% | -0.3% |
| 1Y | +9.5% | +63.8% | -54.2% | +3.1% |
| 3Y | +51.9% | +68.5% | -16.6% | +39.3% |
| 5Y | +78.7% | +179.2% | -100.5% | +48.8% |
| All | +272.2% | +373.8% | -101.6% | +157.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling