-35.3%
CMCSA vs TECK
+75.5%
-110.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.3% | -4.3% | -6.5% |
| 7D | -8.3% | +4.9% | -13.2% | -8.6% |
| 30D | -2.4% | +5.2% | -7.6% | -2.8% |
| 3M | +4.5% | +13.8% | -9.3% | +3.4% |
| 6M | -18.8% | +38.5% | -57.3% | -21.3% |
| YTD | -8.9% | +47.3% | -56.3% | -12.8% |
| 1Y | -18.3% | +81.0% | -99.3% | -23.8% |
| All | -35.3% | +75.5% | -110.8% | -40.9% |
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