+39.6%
CNH vs TECK
+181.9%
-142.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.3% | -3.0% |
| 7D | +6.4% | +2.1% | +4.3% | +5.9% |
| 30D | -1.6% | -8.9% | +7.3% | +1.1% |
| 3M | +11.6% | -7.1% | +18.6% | +13.5% |
| 6M | +12.5% | -7.0% | +19.5% | +13.5% |
| YTD | +31.1% | +28.3% | +2.7% | +18.5% |
| 1Y | +17.0% | +40.6% | -23.6% | +2.6% |
| 3Y | +28.7% | +78.2% | -49.4% | +1.8% |
| 5Y | -17.4% | +129.5% | -146.9% | -41.5% |
| 10Y | +105.0% | +205.6% | -100.6% | +17.7% |
| All | +39.6% | +181.9% | -142.3% | -20.9% |
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