+442.5%
CMCSA vs TECK
+2,171.4%
-1,728.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | +7.0% | +4.6% | +2.4% | +6.3% |
| 3M | +15.1% | +2.8% | +12.2% | +13.9% |
| 6M | -15.4% | +24.9% | -40.3% | -19.0% |
| YTD | -1.9% | +44.7% | -46.6% | -8.5% |
| 1Y | -12.7% | +112.0% | -124.7% | -23.5% |
| 3Y | -31.0% | +67.6% | -98.6% | -38.7% |
| 5Y | -46.1% | +200.3% | -246.4% | -57.8% |
| 10Y | +10.8% | +358.2% | -347.4% | -26.1% |
| All | +442.5% | +2,171.4% | -1,728.9% | +200.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling