+165.0%
CMI vs TECK
+180.1%
-15.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -0.7% | -3.8% | +3.1% | +0.3% |
| 30D | -12.4% | +0.7% | -13.1% | -12.7% |
| 3M | -14.8% | +4.6% | -19.4% | -16.2% |
| 6M | +0.8% | +25.1% | -24.3% | -5.6% |
| YTD | +10.2% | +39.2% | -29.0% | +0.3% |
| 1Y | +37.4% | +60.3% | -22.9% | +20.4% |
| 3Y | +153.3% | +62.9% | +90.4% | +114.2% |
| All | +165.0% | +180.1% | -15.1% | +92.1% |
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 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