+106.3%
CNH vs TECK
+203.4%
-97.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -2.7% |
| 7D | +6.4% | +2.1% | +4.3% | +5.8% |
| 30D | -1.6% | -8.9% | +7.3% | +1.6% |
| 3M | +11.6% | -7.1% | +18.6% | +13.9% |
| 6M | +12.5% | -7.0% | +19.5% | +13.5% |
| YTD | +31.1% | +28.3% | +2.7% | +15.8% |
| 1Y | +17.0% | +40.6% | -23.6% | -0.4% |
| 3Y | +28.7% | +78.2% | -49.4% | -4.0% |
| 5Y | -17.4% | +129.5% | -146.9% | -47.0% |
| All | +106.3% | +203.4% | -97.2% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling