+27.8%
COP vs TECK
+81.8%
-54.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.1% |
| 7D | -6.1% | +1.7% | -7.8% | -6.3% |
| 30D | +1.1% | -7.6% | +8.8% | +1.9% |
| 3M | +10.9% | -5.9% | +16.8% | +11.2% |
| 6M | +20.8% | -2.8% | +23.6% | +20.0% |
| YTD | +48.0% | +31.8% | +16.2% | +35.8% |
| 1Y | +58.5% | +49.1% | +9.4% | +40.6% |
| All | +27.8% | +81.8% | -54.0% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling