+190.1%
COP vs TECK
+220.9%
-30.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.5% |
| 7D | -0.8% | +7.8% | -8.6% | -2.8% |
| 30D | +15.6% | +8.3% | +7.3% | +13.0% |
| 3M | +14.3% | +16.1% | -1.7% | +8.7% |
| 6M | +17.0% | +42.9% | -25.9% | +2.3% |
| YTD | +47.4% | +50.8% | -3.3% | +25.4% |
| 1Y | +52.4% | +106.1% | -53.7% | +14.8% |
| 3Y | +20.8% | +84.0% | -63.2% | -10.8% |
| All | +190.1% | +220.9% | -30.8% | +75.1% |
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