+123.7%
TECK vs COPX
+200.8%
-77.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -3.3% |
| 7D | +4.9% | +6.0% | -1.1% | -1.9% |
| 30D | +5.2% | +6.4% | -1.2% | -2.3% |
| 3M | +13.8% | +19.3% | -5.5% | -8.1% |
| 6M | +38.5% | +16.2% | +22.3% | +13.0% |
| YTD | +47.3% | +33.2% | +14.2% | +0.8% |
| 1Y | +81.0% | +90.2% | -9.2% | -19.5% |
| 3Y | +79.9% | +175.7% | -95.8% | -49.6% |
| 5Y | +207.9% | +193.1% | +14.7% | -20.3% |
| 10Y | +389.5% | +619.4% | -229.9% | -57.7% |
| All | +123.7% | +200.8% | -77.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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