+303.4%
CME vs TECK
+198.5%
+104.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | +3.9% | -0.4% | +4.4% | +3.9% |
| 30D | +11.3% | -7.1% | +18.5% | +11.9% |
| 3M | +19.6% | -5.5% | +25.0% | +19.8% |
| 6M | +8.1% | -9.7% | +17.8% | +8.3% |
| YTD | +20.4% | +26.3% | -5.8% | +16.1% |
| 1Y | +16.5% | +44.4% | -27.9% | +10.8% |
| 3Y | +66.4% | +70.1% | -3.6% | +51.5% |
| 5Y | +74.5% | +125.8% | -51.3% | +48.2% |
| All | +303.4% | +198.5% | +104.9% | +180.7% |
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