+135.5%
CVE vs TECK
+134.3%
+1.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -16.1% | -0.2% | -15.9% | -16.4% |
| 30D | -10.4% | -7.5% | -2.8% | -8.4% |
| 3M | -2.4% | -8.4% | +6.1% | -0.4% |
| 6M | -4.4% | -2.2% | -2.2% | -6.8% |
| YTD | +64.9% | +26.8% | +38.1% | +39.6% |
| 1Y | +66.0% | +46.5% | +19.5% | +30.6% |
| 3Y | +57.7% | +69.0% | -11.4% | +8.3% |
| All | +135.5% | +134.3% | +1.3% | +23.5% |
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