+13,042.7%
CMI vs TECK
+2,212.2%
+10,830.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.5% |
| 7D | +0.7% | +4.9% | -4.2% | -0.8% |
| 30D | -12.3% | +5.2% | -17.5% | -13.8% |
| 3M | -16.8% | +13.8% | -30.6% | -20.3% |
| 6M | +1.5% | +38.5% | -37.0% | -8.7% |
| YTD | +9.8% | +47.3% | -37.5% | -3.4% |
| 1Y | +42.6% | +81.0% | -38.4% | +17.2% |
| 3Y | +151.0% | +79.9% | +71.1% | +99.0% |
| 5Y | +167.0% | +207.9% | -40.8% | +68.8% |
| 10Y | +512.2% | +389.5% | +122.7% | +180.5% |
| All | +13,042.7% | +2,212.2% | +10,830.5% | +4,051.8% |
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