+154.0%
CNH vs TECK
+377.7%
-223.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -5.7% | -3.8% | -1.8% | -4.5% |
| 30D | +26.6% | +0.7% | +25.8% | +25.9% |
| 3M | +31.1% | +4.6% | +26.5% | +27.7% |
| 6M | +24.9% | +25.1% | -0.2% | +13.2% |
| YTD | +48.7% | +39.2% | +9.5% | +28.3% |
| 1Y | +22.2% | +60.3% | -38.1% | -0.8% |
| 3Y | +7.4% | +62.9% | -55.5% | -16.6% |
| 5Y | +10.8% | +181.5% | -170.6% | -33.4% |
| All | +154.0% | +377.7% | -223.7% | +19.1% |
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 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