+43.0%
CNH vs TECK
+189.5%
-146.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.5% |
| 7D | +4.5% | +1.7% | +2.8% | +4.1% |
| 30D | +7.6% | -7.6% | +15.3% | +10.1% |
| 3M | +17.0% | -5.9% | +22.9% | +18.6% |
| 6M | +12.9% | -2.8% | +15.8% | +12.4% |
| YTD | +34.3% | +31.8% | +2.4% | +20.4% |
| 1Y | +28.5% | +49.1% | -20.6% | +10.7% |
| 3Y | +31.9% | +83.0% | -51.2% | +3.3% |
| 5Y | -9.6% | +150.6% | -160.2% | -37.6% |
| 10Y | +106.3% | +219.0% | -112.7% | +17.1% |
| All | +43.0% | +189.5% | -146.5% | -19.7% |
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