+107.7%
COST vs TECK
+180.1%
-72.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.2% |
| 7D | -1.2% | -3.8% | +2.7% | -1.0% |
| 30D | -4.7% | +0.7% | -5.5% | -4.8% |
| 3M | -7.1% | +4.6% | -11.7% | -7.5% |
| 6M | -8.5% | +25.1% | -33.7% | -10.6% |
| YTD | +5.4% | +39.2% | -33.8% | +1.7% |
| 1Y | -5.6% | +60.3% | -66.0% | -10.3% |
| 3Y | +68.5% | +62.9% | +5.6% | +57.2% |
| All | +107.7% | +180.1% | -72.4% | +90.5% |
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