+273.1%
CME vs TECK
+405.7%
-132.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | -0.6% | +4.9% | -5.5% | -1.1% |
| 30D | +4.7% | +5.2% | -0.5% | +4.2% |
| 3M | +7.8% | +13.8% | -6.0% | +6.4% |
| 6M | -11.0% | +38.5% | -49.5% | -14.2% |
| YTD | +4.0% | +47.3% | -43.3% | -0.7% |
| 1Y | +9.1% | +81.0% | -71.9% | +1.8% |
| 3Y | +52.3% | +79.9% | -27.6% | +38.8% |
| 5Y | +76.1% | +207.9% | -131.8% | +45.2% |
| All | +273.1% | +405.7% | -132.6% | +156.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling