+389.5%
TECK vs CP
+224.3%
+165.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.3% |
| 7D | +4.9% | +0.6% | +4.3% | +4.4% |
| 30D | +5.2% | -0.5% | +5.7% | +5.5% |
| 3M | +13.8% | +0.1% | +13.7% | +12.7% |
| 6M | +38.5% | +7.8% | +30.7% | +29.0% |
| YTD | +47.3% | +22.9% | +24.5% | +22.4% |
| 1Y | +81.0% | +21.3% | +59.7% | +51.4% |
| 3Y | +79.9% | +20.4% | +59.5% | +48.9% |
| 5Y | +207.9% | +34.9% | +172.9% | +123.4% |
| 10Y | +389.5% | +233.3% | +156.1% | +68.4% |
| All | +389.5% | +224.3% | +165.1% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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