+17.0%
CDNS vs TECK
+75.5%
-58.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.8% |
| 7D | -7.2% | +4.9% | -12.1% | -8.5% |
| 30D | -14.3% | +5.2% | -19.4% | -15.5% |
| 3M | -27.2% | +13.8% | -41.0% | -30.1% |
| 6M | -4.5% | +38.5% | -43.0% | -13.4% |
| YTD | -9.0% | +47.3% | -56.3% | -19.6% |
| 1Y | -21.3% | +81.0% | -102.3% | -35.1% |
| All | +17.0% | +75.5% | -58.5% | -3.6% |
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