+53.1%
CNP vs TECK
+85.2%
-32.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.0% | +1.0% |
| 7D | +1.6% | +7.8% | -6.1% | +1.5% |
| 30D | -0.8% | +8.3% | -9.1% | -1.0% |
| 3M | -3.6% | +16.1% | -19.6% | -3.9% |
| 6M | -6.9% | +42.9% | -49.8% | -8.3% |
| YTD | +6.4% | +50.8% | -44.3% | +4.5% |
| 1Y | +9.9% | +106.1% | -96.1% | +6.2% |
| 3Y | +53.1% | +84.0% | -30.9% | +45.8% |
| All | +53.1% | +85.2% | -32.1% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling