+140.6%
CNP vs TECK
+203.4%
-62.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.3% |
| 7D | +2.5% | +2.1% | +0.3% | +2.1% |
| 30D | +4.0% | -8.9% | +12.9% | +5.0% |
| 3M | +1.6% | -7.1% | +8.7% | +2.2% |
| 6M | -1.7% | -7.0% | +5.3% | -1.6% |
| YTD | +8.6% | +28.3% | -19.7% | +3.6% |
| 1Y | +5.8% | +40.6% | -34.7% | -0.4% |
| 3Y | +63.0% | +78.2% | -15.2% | +44.7% |
| 5Y | +74.7% | +129.5% | -54.9% | +43.6% |
| All | +140.6% | +203.4% | -62.9% | +56.4% |
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