+11.7%
CMI vs TECK
+59.3%
-47.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.3% | -10.0% | -7.4% |
| 7D | -11.2% | +2.3% | -13.5% | -12.1% |
| 30D | -9.8% | -5.0% | -4.8% | -8.3% |
| 3M | -25.5% | -0.3% | -25.2% | -26.1% |
| 6M | -27.7% | +13.9% | -41.5% | -32.7% |
| YTD | -6.6% | +35.2% | -41.8% | -17.2% |
| 1Y | +11.7% | +57.5% | -45.9% | -5.0% |
| All | +11.7% | +59.3% | -47.6% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling