+71.5%
CDNS vs TECK
+213.6%
-142.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.7% |
| 7D | -7.2% | +4.9% | -12.1% | -8.3% |
| 30D | -14.3% | +5.2% | -19.4% | -15.3% |
| 3M | -27.2% | +13.8% | -41.0% | -29.7% |
| 6M | -4.5% | +38.5% | -43.0% | -12.2% |
| YTD | -9.0% | +47.3% | -56.3% | -18.1% |
| 1Y | -21.3% | +81.0% | -102.3% | -32.9% |
| 3Y | +19.6% | +79.9% | -60.3% | -0.3% |
| 5Y | +71.5% | +207.9% | -136.3% | +29.0% |
| All | +71.5% | +213.6% | -142.1% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling