+1,044.2%
CDNS vs TECK
+377.7%
+666.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.4% |
| 7D | -1.1% | -3.8% | +2.7% | -0.4% |
| 30D | -10.4% | +0.7% | -11.2% | -10.7% |
| 3M | -24.6% | +4.6% | -29.2% | -25.7% |
| 6M | -1.6% | +25.1% | -26.7% | -7.0% |
| YTD | -7.4% | +39.2% | -46.6% | -14.9% |
| 1Y | -18.4% | +60.3% | -78.7% | -27.5% |
| 3Y | +19.0% | +62.9% | -43.9% | +3.0% |
| 5Y | +73.4% | +181.5% | -108.1% | +30.1% |
| All | +1,044.2% | +377.7% | +666.5% | +597.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling