+195.4%
TECK vs CLBK
+67.9%
+127.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.3% | +1.2% | -1.6% | -0.9% |
| 30D | +4.6% | +9.1% | -4.5% | 0.0% |
| 3M | +2.8% | +27.7% | -24.8% | -9.5% |
| 6M | +24.9% | +40.8% | -15.9% | +4.7% |
| YTD | +44.7% | +66.4% | -21.6% | +10.7% |
| 1Y | +112.0% | +72.4% | +39.6% | +57.7% |
| 3Y | +67.6% | +50.7% | +16.9% | +27.8% |
| 5Y | +200.3% | +42.9% | +157.4% | +108.0% |
| All | +195.4% | +67.9% | +127.5% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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