+61.8%
CVE vs TECK
+143.9%
-82.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -16.1% | -0.2% | -15.9% | -16.4% |
| 30D | -10.4% | -7.5% | -2.8% | -8.2% |
| 3M | -2.4% | -8.4% | +6.1% | -0.2% |
| 6M | -4.4% | -2.2% | -2.2% | -7.1% |
| YTD | +64.9% | +26.8% | +38.1% | +39.5% |
| 1Y | +66.0% | +46.5% | +19.5% | +30.9% |
| 3Y | +57.7% | +69.0% | -11.4% | +11.5% |
| 5Y | +144.7% | +138.8% | +6.0% | +42.3% |
| 10Y | +139.2% | +224.3% | -85.1% | +11.9% |
| All | +61.8% | +143.9% | -82.1% | -25.9% |
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