+180.9%
COR vs TECK
+213.6%
-32.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.4% |
| 7D | -3.9% | +4.9% | -8.8% | -4.0% |
| 30D | -0.3% | +5.2% | -5.5% | -0.5% |
| 3M | +15.9% | +13.8% | +2.1% | +15.4% |
| 6M | -10.3% | +38.5% | -48.7% | -11.5% |
| YTD | -3.7% | +47.3% | -51.0% | -5.4% |
| 1Y | +9.1% | +81.0% | -71.9% | +6.1% |
| 3Y | +86.6% | +79.9% | +6.7% | +78.7% |
| 5Y | +180.9% | +207.9% | -26.9% | +143.5% |
| All | +180.9% | +213.6% | -32.7% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling