+93.3%
TECK vs CP
+30.2%
+63.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.0% | +4.9% | +5.6% |
| 7D | +3.1% | +2.8% | +0.3% | +1.3% |
| 30D | -5.0% | +11.3% | -16.3% | -11.9% |
| 3M | -2.6% | +2.9% | -5.4% | -4.6% |
| 6M | 0.0% | +9.8% | -9.8% | -7.4% |
| YTD | +35.6% | +28.5% | +7.1% | +12.0% |
| 1Y | +58.1% | +33.5% | +24.6% | +27.0% |
| 3Y | +93.3% | +31.9% | +61.4% | +58.9% |
| All | +93.3% | +30.2% | +63.1% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling