+219.2%
CVX vs TECK
+377.7%
-158.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +2.6% | -3.8% | +6.5% | +3.6% |
| 30D | +9.8% | +0.7% | +9.1% | +9.3% |
| 3M | +16.2% | +4.6% | +11.6% | +13.5% |
| 6M | +13.6% | +25.1% | -11.5% | +3.4% |
| YTD | +44.4% | +39.2% | +5.2% | +26.0% |
| 1Y | +40.6% | +60.3% | -19.7% | +16.5% |
| 3Y | +48.2% | +62.9% | -14.7% | +16.4% |
| 5Y | +172.3% | +181.5% | -9.2% | +67.8% |
| All | +219.2% | +377.7% | -158.5% | +42.9% |
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 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