+216.7%
CTVA vs TECK
+266.2%
-49.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -4.5% | -3.8% | -0.7% | -3.7% |
| 30D | +11.3% | +0.7% | +10.6% | +10.9% |
| 3M | +12.3% | +4.6% | +7.7% | +10.3% |
| 6M | +7.2% | +25.1% | -17.9% | -0.3% |
| YTD | +26.0% | +39.2% | -13.2% | +13.5% |
| 1Y | +16.0% | +60.3% | -44.3% | +0.1% |
| 3Y | +73.9% | +62.9% | +11.0% | +44.5% |
| 5Y | +103.8% | +181.5% | -77.7% | +39.3% |
| All | +216.7% | +266.2% | -49.5% | +58.5% |
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 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