+71.4%
CME vs TECK
+145.4%
-74.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.5% |
| 7D | +1.7% | +1.7% | 0.0% | +1.6% |
| 30D | +10.2% | -7.6% | +17.8% | +10.3% |
| 3M | +17.8% | -5.9% | +23.7% | +17.9% |
| 6M | +11.0% | -2.8% | +13.8% | +10.9% |
| YTD | +17.0% | +31.8% | -14.8% | +15.4% |
| 1Y | +15.8% | +49.1% | -33.3% | +13.5% |
| 3Y | +61.8% | +83.0% | -21.2% | +53.0% |
| All | +71.4% | +145.4% | -74.0% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling