+79.9%
COR vs TECK
+84.1%
-4.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.4% |
| 7D | -1.2% | -1.2% | +0.1% | -1.2% |
| 30D | +7.6% | -5.7% | +13.4% | +7.3% |
| 3M | +5.0% | -3.6% | +8.6% | +4.9% |
| 6M | +35.3% | -2.2% | +37.5% | +35.6% |
| YTD | +4.2% | +33.6% | -29.3% | +5.8% |
| 1Y | -3.4% | +49.0% | -52.4% | -1.6% |
| All | +79.9% | +84.1% | -4.2% | +85.8% |
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