+420.1%
CORZ vs TECK
+75.6%
+344.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +8.4% | -0.3% | +8.7% | +8.7% |
| 30D | -17.8% | +4.6% | -22.4% | -20.1% |
| 3M | -35.9% | +2.8% | -38.7% | -37.4% |
| 6M | +12.9% | +24.9% | -12.0% | -2.1% |
| YTD | +22.9% | +44.7% | -21.9% | -1.9% |
| 1Y | +31.4% | +112.0% | -80.6% | -17.8% |
| All | +420.1% | +75.6% | +344.4% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling