+929.6%
CNP vs TECK
+1,995.8%
-1,066.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -0.1% | -1.2% | +1.1% | 0.0% |
| 30D | +5.0% | -5.7% | +10.8% | +5.7% |
| 3M | +2.7% | -3.6% | +6.3% | +2.8% |
| 6M | -1.9% | -2.2% | +0.3% | -2.5% |
| YTD | +8.8% | +33.6% | -24.8% | +2.8% |
| 1Y | +5.6% | +49.0% | -43.3% | -1.8% |
| 3Y | +63.2% | +85.4% | -22.2% | +43.5% |
| 5Y | +73.8% | +138.5% | -64.7% | +42.5% |
| 10Y | +144.0% | +218.0% | -74.0% | +74.9% |
| All | +929.6% | +1,995.8% | -1,066.2% | +253.2% |
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