+1,430.4%
COP vs TECK
+1,968.8%
-538.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.6% |
| 7D | -6.1% | +1.7% | -7.8% | -6.8% |
| 30D | +1.1% | -7.6% | +8.8% | +2.8% |
| 3M | +10.9% | -5.9% | +16.8% | +11.5% |
| 6M | +20.8% | -2.8% | +23.6% | +18.4% |
| YTD | +48.0% | +31.8% | +16.2% | +29.7% |
| 1Y | +58.5% | +49.1% | +9.4% | +33.4% |
| 3Y | +28.1% | +83.0% | -54.9% | -2.6% |
| 5Y | +120.5% | +150.6% | -30.2% | +47.5% |
| 10Y | +310.1% | +219.0% | +91.2% | +130.4% |
| All | +1,430.4% | +1,968.8% | -538.3% | +444.5% |
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