-27.1%
CMCSA vs TECK
+74.1%
-101.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +3.2% | -0.4% | +3.6% | +3.2% |
| 30D | +19.5% | -7.1% | +26.6% | +19.9% |
| 3M | -2.4% | -5.5% | +3.1% | -2.3% |
| 6M | +3.8% | -9.7% | +13.5% | +4.3% |
| YTD | -5.4% | +26.3% | -31.6% | -8.9% |
| 1Y | +1.1% | +44.4% | -43.2% | -4.2% |
| 3Y | -27.1% | +70.1% | -97.2% | -34.7% |
| All | -27.1% | +74.1% | -101.2% | -34.7% |
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