+105.2%
CTVA vs TECK
+180.4%
-75.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +1.1% |
| 7D | -4.7% | -4.2% | -0.4% | -3.8% |
| 30D | +11.1% | -0.4% | +11.4% | +10.9% |
| 3M | +13.7% | +10.1% | +3.6% | +10.6% |
| 6M | +11.2% | +26.0% | -14.8% | +3.9% |
| YTD | +26.9% | +38.0% | -11.1% | +15.5% |
| 1Y | +18.8% | +63.8% | -45.0% | +3.2% |
| 3Y | +75.9% | +68.5% | +7.4% | +46.7% |
| 5Y | +105.2% | +179.2% | -74.0% | +49.0% |
| All | +105.2% | +180.4% | -75.2% | +49.0% |
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