+135.5%
CVE vs TECK
+211.9%
-76.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +1.6% |
| 7D | -10.0% | +1.7% | -11.7% | -11.2% |
| 30D | -11.9% | -7.6% | -4.2% | -9.4% |
| 3M | -5.9% | -5.9% | -0.1% | -5.0% |
| 6M | -1.6% | -2.8% | +1.3% | -4.5% |
| YTD | +66.3% | +31.8% | +34.4% | +32.8% |
| 1Y | +57.5% | +49.1% | +8.4% | +16.9% |
| 3Y | +65.4% | +83.0% | -17.6% | +2.6% |
| 5Y | +144.2% | +150.6% | -6.4% | +16.9% |
| 10Y | +135.5% | +219.0% | -83.5% | -20.7% |
| All | +135.5% | +211.9% | -76.4% | -20.7% |
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