+1,415.4%
COP vs TECK
+2,171.4%
-756.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +17.5% | +4.6% | +12.9% | +15.8% |
| 3M | +13.4% | +2.8% | +10.5% | +11.0% |
| 6M | +17.7% | +24.9% | -7.2% | +6.8% |
| YTD | +46.6% | +44.7% | +1.8% | +26.3% |
| 1Y | +44.6% | +112.0% | -67.4% | +9.8% |
| 3Y | +20.7% | +67.6% | -46.9% | -5.1% |
| 5Y | +185.0% | +200.3% | -15.3% | +81.9% |
| 10Y | +347.0% | +358.2% | -11.2% | +127.9% |
| All | +1,415.4% | +2,171.4% | -756.0% | +430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling