+224.3%
CTVA vs TECK
+296.7%
-72.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -3.2% |
| 7D | -2.1% | +7.8% | -9.8% | -3.9% |
| 30D | +12.0% | +8.3% | +3.8% | +9.7% |
| 3M | +13.5% | +16.1% | -2.6% | +8.7% |
| 6M | +12.1% | +42.9% | -30.7% | +0.9% |
| YTD | +29.0% | +50.8% | -21.7% | +14.0% |
| 1Y | +18.9% | +106.1% | -87.2% | -3.9% |
| 3Y | +78.9% | +84.0% | -5.2% | +44.2% |
| 5Y | +105.2% | +223.5% | -118.2% | +35.5% |
| All | +224.3% | +296.7% | -72.5% | +59.2% |
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