+329.9%
COP vs TECK
+203.4%
+126.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +3.0% |
| 7D | +3.4% | +2.1% | +1.3% | +2.4% |
| 30D | -0.6% | -8.9% | +8.3% | +1.9% |
| 3M | +10.8% | -7.1% | +17.8% | +11.9% |
| 6M | +19.6% | -7.0% | +26.6% | +18.4% |
| YTD | +52.9% | +28.3% | +24.6% | +29.8% |
| 1Y | +62.2% | +40.6% | +21.6% | +32.1% |
| 3Y | +32.4% | +78.2% | -45.8% | -8.4% |
| 5Y | +129.7% | +129.5% | +0.2% | +33.8% |
| All | +329.9% | +203.4% | +126.5% | +72.5% |
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