+87.4%
COR vs TECK
+85.2%
+2.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.0% | -1.7% |
| 7D | -1.9% | +7.8% | -9.7% | -1.5% |
| 30D | +1.5% | +8.3% | -6.8% | +1.9% |
| 3M | +18.7% | +16.1% | +2.6% | +19.8% |
| 6M | -9.0% | +42.9% | -51.9% | -7.7% |
| YTD | -3.3% | +50.8% | -54.0% | -1.4% |
| 1Y | +9.8% | +106.1% | -96.2% | +13.3% |
| 3Y | +87.4% | +84.0% | +3.3% | +92.5% |
| All | +87.4% | +85.2% | +2.1% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling