+395.2%
COR vs TECK
+377.7%
+17.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.8% | -3.8% | +1.0% | -2.5% |
| 30D | +2.6% | +0.7% | +1.8% | +2.4% |
| 3M | +14.5% | +4.6% | +9.9% | +13.7% |
| 6M | -7.8% | +25.1% | -32.9% | -10.5% |
| YTD | -4.2% | +39.2% | -43.4% | -8.3% |
| 1Y | +7.0% | +60.3% | -53.3% | +0.7% |
| 3Y | +85.5% | +62.9% | +22.6% | +70.5% |
| 5Y | +181.2% | +181.5% | -0.3% | +132.4% |
| All | +395.2% | +377.7% | +17.5% | +255.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling