+195.8%
COR vs TECK
+148.6%
+47.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | -1.2% | -1.2% | +0.1% | -1.1% |
| 30D | +7.6% | -5.7% | +13.4% | +7.8% |
| 3M | +5.0% | -3.6% | +8.6% | +5.0% |
| 6M | +35.3% | -2.2% | +37.5% | +35.2% |
| YTD | +4.2% | +33.6% | -29.3% | +2.6% |
| 1Y | -3.4% | +49.0% | -52.4% | -5.4% |
| 3Y | +81.1% | +85.4% | -4.3% | +71.8% |
| 5Y | +195.8% | +138.5% | +57.3% | +155.5% |
| All | +195.8% | +148.6% | +47.2% | +155.5% |
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