+180.2%
CAH vs TECK
+75.5%
+104.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.2% |
| 7D | -2.2% | +4.9% | -7.1% | -2.3% |
| 30D | +1.2% | +5.2% | -4.0% | +1.2% |
| 3M | +13.1% | +13.8% | -0.7% | +13.0% |
| 6M | +8.5% | +38.5% | -30.0% | +7.8% |
| YTD | +17.6% | +47.3% | -29.7% | +16.7% |
| 1Y | +60.7% | +81.0% | -20.3% | +58.5% |
| All | +180.2% | +75.5% | +104.7% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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