+338.5%
COP vs TECK
+377.7%
-39.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +2.3% | -3.8% | +6.2% | +3.6% |
| 30D | +8.6% | +0.7% | +7.9% | +7.9% |
| 3M | +19.9% | +4.6% | +15.2% | +16.2% |
| 6M | +19.0% | +25.1% | -6.1% | +5.2% |
| YTD | +50.0% | +39.2% | +10.8% | +25.7% |
| 1Y | +50.5% | +60.3% | -9.8% | +18.1% |
| 3Y | +25.2% | +62.9% | -37.7% | -8.1% |
| 5Y | +194.3% | +181.5% | +12.8% | +61.5% |
| All | +338.5% | +377.7% | -39.2% | +76.9% |
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