+415.5%
CNQ vs TECK
+377.7%
+37.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +0.1% | -3.8% | +4.0% | +1.5% |
| 30D | +6.2% | +0.7% | +5.5% | +5.5% |
| 3M | +12.4% | +4.6% | +7.8% | +8.7% |
| 6M | +9.0% | +25.1% | -16.1% | -4.5% |
| YTD | +52.2% | +39.2% | +13.0% | +25.8% |
| 1Y | +65.0% | +60.3% | +4.7% | +26.7% |
| 3Y | +78.8% | +62.9% | +15.9% | +28.6% |
| 5Y | +286.0% | +181.5% | +104.5% | +103.4% |
| All | +415.5% | +377.7% | +37.8% | +94.3% |
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