+43.1%
COF vs TECK
+180.1%
-137.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -5.1% | -3.8% | -1.3% | -4.2% |
| 30D | -6.0% | +0.7% | -6.8% | -6.4% |
| 3M | +14.8% | +4.6% | +10.2% | +12.7% |
| 6M | +15.3% | +25.1% | -9.8% | +6.8% |
| YTD | -13.0% | +39.2% | -52.2% | -22.4% |
| 1Y | -5.7% | +60.3% | -66.0% | -19.7% |
| 3Y | +118.1% | +62.9% | +55.2% | +77.9% |
| All | +43.1% | +180.1% | -137.0% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling