+896.2%
CNP vs TECK
+2,171.4%
-1,275.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -1.8% | +4.6% | -6.4% | -2.5% |
| 3M | -4.6% | +2.8% | -7.5% | -5.5% |
| 6M | -8.8% | +24.9% | -33.7% | -12.5% |
| YTD | +5.2% | +44.7% | -39.5% | -1.4% |
| 1Y | +8.3% | +112.0% | -103.7% | -4.2% |
| 3Y | +54.9% | +67.6% | -12.7% | +38.3% |
| 5Y | +73.5% | +200.3% | -126.8% | +37.5% |
| 10Y | +139.1% | +358.2% | -219.1% | +62.7% |
| All | +896.2% | +2,171.4% | -1,275.2% | +239.0% |
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