+349.0%
TECK vs CHD
+126.1%
+222.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -3.8% | -4.5% | +0.6% | -3.7% |
| 30D | +0.7% | -6.7% | +7.5% | +1.0% |
| 3M | +4.6% | -2.7% | +7.3% | +4.7% |
| 6M | +25.1% | -4.9% | +30.1% | +25.3% |
| YTD | +39.2% | +13.3% | +25.8% | +38.3% |
| 1Y | +60.3% | +1.0% | +59.3% | +60.1% |
| 3Y | +62.9% | +1.3% | +61.6% | +61.9% |
| 5Y | +181.5% | +20.8% | +160.6% | +171.6% |
| All | +349.0% | +126.1% | +222.9% | +295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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