+425.9%
CORZ vs TECK
+78.8%
+347.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.2% | -2.0% |
| 7D | +7.6% | +4.9% | +2.7% | +4.7% |
| 30D | -6.9% | +5.2% | -12.1% | -9.8% |
| 3M | -33.0% | +13.8% | -46.8% | -38.4% |
| 6M | +19.3% | +38.5% | -19.2% | -2.6% |
| YTD | +24.2% | +47.3% | -23.1% | -1.8% |
| 1Y | +24.5% | +81.0% | -56.5% | -13.8% |
| All | +425.9% | +78.8% | +347.1% | +291.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling