-41.3%
CORZ vs TECK
+59.3%
-100.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.3% | -14.7% | -13.2% |
| 7D | -14.9% | +2.3% | -17.2% | -16.7% |
| 30D | -23.1% | -5.0% | -18.1% | -20.5% |
| 3M | -44.1% | -0.3% | -43.8% | -44.1% |
| 6M | -39.5% | +13.9% | -53.4% | -44.7% |
| YTD | -12.4% | +35.2% | -47.6% | -23.5% |
| 1Y | -41.3% | +57.5% | -98.9% | -50.7% |
| All | -41.3% | +59.3% | -100.6% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling