+73.2%
CVE vs TECK
+59.3%
+13.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.3% | -11.9% | -7.5% |
| 7D | -12.1% | +2.3% | -14.3% | -11.9% |
| 30D | -9.8% | -5.0% | -4.8% | -9.7% |
| 3M | -0.7% | -0.3% | -0.4% | -0.6% |
| 6M | -4.3% | +13.9% | -18.2% | -3.9% |
| YTD | +70.6% | +35.2% | +35.4% | +72.9% |
| 1Y | +73.2% | +57.5% | +15.6% | +76.6% |
| All | +73.2% | +59.3% | +13.9% | +76.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling