+160.7%
TECK vs CBOE
+1,020.3%
-859.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +4.9% | -0.8% | +5.6% | +5.0% |
| 30D | +5.2% | +2.7% | +2.5% | +4.4% |
| 3M | +13.8% | +0.7% | +13.1% | +12.5% |
| 6M | +38.5% | -2.0% | +40.5% | +36.3% |
| YTD | +47.3% | +17.1% | +30.2% | +37.4% |
| 1Y | +81.0% | +26.5% | +54.5% | +64.7% |
| 3Y | +79.9% | +96.1% | -16.3% | +37.6% |
| 5Y | +207.9% | +149.3% | +58.6% | +114.1% |
| 10Y | +389.5% | +386.5% | +3.0% | +164.4% |
| All | +160.7% | +1,020.3% | -859.6% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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