+132.5%
CNP vs TECK
+377.7%
-245.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.4% | -3.8% | +2.4% | -1.0% |
| 30D | -2.9% | +0.7% | -3.7% | -3.1% |
| 3M | -7.5% | +4.6% | -12.1% | -8.4% |
| 6M | -7.9% | +25.1% | -33.0% | -11.3% |
| YTD | +3.7% | +39.2% | -35.4% | -1.8% |
| 1Y | +4.6% | +60.3% | -55.7% | -3.2% |
| 3Y | +49.1% | +62.9% | -13.8% | +34.4% |
| 5Y | +69.2% | +181.5% | -112.2% | +34.8% |
| All | +132.5% | +377.7% | -245.2% | +42.6% |
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