+907.3%
CAH vs TECK
+2,265.7%
-1,358.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -3.2% |
| 7D | +0.5% | +7.8% | -7.3% | -0.4% |
| 30D | +1.7% | +8.3% | -6.5% | +0.8% |
| 3M | +17.9% | +16.1% | +1.8% | +15.5% |
| 6M | +10.9% | +42.9% | -31.9% | +5.7% |
| YTD | +17.9% | +50.8% | -32.9% | +11.2% |
| 1Y | +61.7% | +106.1% | -44.4% | +46.5% |
| 3Y | +183.7% | +84.0% | +99.7% | +155.3% |
| 5Y | +401.3% | +223.5% | +177.9% | +310.4% |
| 10Y | +293.7% | +378.1% | -84.4% | +186.7% |
| All | +907.3% | +2,265.7% | -1,358.4% | +529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling