+6,781.2%
CME vs TECK
+2,493.7%
+4,287.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | +6.2% | +4.6% | +1.6% | +5.4% |
| 3M | +10.4% | +2.8% | +7.6% | +9.3% |
| 6M | -9.5% | +24.9% | -34.4% | -13.9% |
| YTD | +6.0% | +44.7% | -38.7% | -1.9% |
| 1Y | +9.3% | +112.0% | -102.7% | -5.6% |
| 3Y | +57.7% | +67.6% | -9.9% | +36.9% |
| 5Y | +77.7% | +200.3% | -122.7% | +33.7% |
| 10Y | +281.2% | +358.2% | -77.0% | +135.2% |
| All | +6,781.2% | +2,493.7% | +4,287.5% | +3,257.4% |
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