+1,506.0%
COP vs TECK
+1,881.2%
-375.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | +4.4% | -0.4% | +4.9% | +4.3% |
| 30D | 0.0% | -7.1% | +7.1% | +1.4% |
| 3M | +15.0% | -5.5% | +20.5% | +15.4% |
| 6M | +22.0% | -9.7% | +31.7% | +22.2% |
| YTD | +55.3% | +26.3% | +29.1% | +37.8% |
| 1Y | +64.1% | +44.4% | +19.8% | +39.4% |
| 3Y | +34.1% | +70.1% | -36.0% | +4.1% |
| 5Y | +133.4% | +125.8% | +7.6% | +61.1% |
| 10Y | +338.6% | +200.6% | +138.0% | +150.4% |
| All | +1,506.0% | +1,881.2% | -375.3% | +478.3% |
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