+336.7%
COP vs TECK
+198.5%
+138.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | +4.4% | -0.4% | +4.9% | +4.3% |
| 30D | 0.0% | -7.1% | +7.1% | +1.7% |
| 3M | +15.0% | -5.5% | +20.5% | +15.4% |
| 6M | +22.0% | -9.7% | +31.7% | +22.1% |
| YTD | +55.3% | +26.3% | +29.1% | +32.6% |
| 1Y | +64.1% | +44.4% | +19.8% | +32.2% |
| 3Y | +34.1% | +70.1% | -36.0% | -5.4% |
| 5Y | +133.4% | +125.8% | +7.6% | +36.7% |
| All | +336.7% | +198.5% | +138.2% | +76.2% |
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 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