+1,301.3%
CVX vs TECK
+1,881.2%
-579.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.0% |
| 7D | +3.4% | -0.4% | +3.9% | +3.4% |
| 30D | -1.0% | -7.1% | +6.1% | +0.3% |
| 3M | +12.2% | -5.5% | +17.7% | +12.6% |
| 6M | +20.3% | -9.7% | +30.0% | +20.7% |
| YTD | +48.3% | +26.3% | +22.1% | +34.7% |
| 1Y | +46.9% | +44.4% | +2.5% | +28.7% |
| 3Y | +73.1% | +70.1% | +3.0% | +40.5% |
| 5Y | +135.2% | +125.8% | +9.4% | +71.5% |
| 10Y | +214.4% | +200.6% | +13.8% | +91.4% |
| All | +1,301.3% | +1,881.2% | -579.9% | +445.5% |
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 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