+1,229.3%
CVX vs TECK
+2,171.4%
-942.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +3.3% | -0.3% | +3.7% | +3.4% |
| 30D | +12.9% | +4.6% | +8.3% | +11.5% |
| 3M | +11.7% | +2.8% | +8.9% | +9.8% |
| 6M | +14.1% | +24.9% | -10.8% | +5.5% |
| YTD | +40.7% | +44.7% | -4.1% | +24.6% |
| 1Y | +37.5% | +112.0% | -74.5% | +9.7% |
| 3Y | +43.9% | +67.6% | -23.7% | +17.9% |
| 5Y | +161.5% | +200.3% | -38.9% | +78.3% |
| 10Y | +215.1% | +358.2% | -143.1% | +74.5% |
| All | +1,229.3% | +2,171.4% | -942.1% | +404.9% |
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