+165.9%
CVE vs TECK
+344.6%
-178.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | +16.7% | +4.6% | +12.1% | +13.8% |
| 3M | +9.3% | +2.8% | +6.4% | +5.6% |
| 6M | +43.6% | +24.9% | +18.7% | +22.1% |
| YTD | +93.6% | +44.7% | +48.8% | +50.9% |
| 1Y | +98.8% | +112.0% | -13.2% | +24.0% |
| 3Y | +73.6% | +67.6% | +6.0% | +15.8% |
| 5Y | +312.5% | +200.3% | +112.1% | +85.4% |
| All | +165.9% | +344.6% | -178.7% | -12.3% |
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