+218.0%
TECK vs CP
+251.7%
-33.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.2% | -0.7% | -0.5% | -0.6% |
| 30D | -5.7% | +9.6% | -15.4% | -12.9% |
| 3M | -3.6% | +2.2% | -5.8% | -5.7% |
| 6M | -2.2% | +11.1% | -13.3% | -11.5% |
| YTD | +33.6% | +28.2% | +5.4% | +6.8% |
| 1Y | +49.0% | +32.2% | +16.8% | +16.1% |
| 3Y | +85.4% | +35.5% | +49.9% | +38.1% |
| 5Y | +138.5% | +26.8% | +111.7% | +84.1% |
| 10Y | +218.0% | +256.9% | -39.0% | +6.7% |
| All | +218.0% | +251.7% | -33.7% | +6.7% |
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