+345.4%
TECK vs CPB
-45.5%
+390.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.3% | -2.0% | -6.3% |
| 7D | -4.2% | -5.4% | +1.1% | -4.2% |
| 30D | -0.4% | -7.8% | +7.5% | -0.3% |
| 3M | +10.1% | -6.9% | +17.1% | +10.2% |
| 6M | +26.0% | -12.2% | +38.2% | +26.3% |
| YTD | +38.0% | -21.1% | +59.1% | +38.8% |
| 1Y | +63.8% | -33.5% | +97.3% | +66.0% |
| 3Y | +68.5% | -43.2% | +111.7% | +70.7% |
| 5Y | +179.2% | -40.9% | +220.1% | +180.6% |
| All | +345.4% | -45.5% | +390.8% | +374.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CPB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling