+5.9%
CNP vs TECK
+65.6%
-59.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | -1.8% |
| 7D | -2.2% | -4.2% | +2.1% | -2.2% |
| 30D | -2.1% | -0.4% | -1.7% | -2.0% |
| 3M | -7.9% | +10.1% | -18.1% | -7.6% |
| 6M | -8.3% | +26.0% | -34.3% | -8.4% |
| YTD | +3.8% | +38.0% | -34.3% | +3.5% |
| 1Y | +5.9% | +63.8% | -57.9% | +4.6% |
| All | +5.9% | +65.6% | -59.8% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling