+153.3%
CMI vs TECK
+65.8%
+87.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.7% | -3.8% | +3.1% | +0.4% |
| 30D | -12.4% | +0.7% | -13.1% | -12.8% |
| 3M | -14.8% | +4.6% | -19.4% | -16.5% |
| 6M | +0.8% | +25.1% | -24.3% | -6.8% |
| YTD | +10.2% | +39.2% | -29.0% | -1.1% |
| 1Y | +37.4% | +60.3% | -22.9% | +18.1% |
| 3Y | +153.3% | +62.9% | +90.4% | +111.1% |
| All | +153.3% | +65.8% | +87.5% | +111.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling