+219.0%
TECK vs CP
+255.2%
-36.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.6% |
| 7D | +1.7% | +2.8% | -1.1% | -0.5% |
| 30D | -7.6% | +11.0% | -18.7% | -15.6% |
| 3M | -5.9% | +3.8% | -9.7% | -9.1% |
| 6M | -2.8% | +9.5% | -12.3% | -11.0% |
| YTD | +31.8% | +28.2% | +3.6% | +5.4% |
| 1Y | +49.1% | +33.0% | +16.2% | +15.6% |
| 3Y | +83.0% | +35.5% | +47.5% | +36.4% |
| 5Y | +150.6% | +25.8% | +124.8% | +94.8% |
| 10Y | +219.0% | +250.7% | -31.8% | +6.4% |
| All | +219.0% | +255.2% | -36.2% | +6.4% |
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