+122.2%
CMS vs TECK
+372.8%
-250.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | +0.2% | +4.9% | -4.7% | 0.0% |
| 30D | -1.3% | +5.2% | -6.5% | -1.5% |
| 3M | -5.4% | +13.8% | -19.2% | -5.9% |
| 6M | -10.3% | +38.5% | -48.8% | -11.6% |
| YTD | -0.2% | +47.3% | -47.6% | -1.9% |
| 1Y | -0.9% | +81.0% | -81.9% | -3.4% |
| 3Y | +34.0% | +79.9% | -45.9% | +29.6% |
| 5Y | +23.6% | +207.9% | -184.3% | +16.2% |
| 10Y | +122.2% | +389.5% | -267.2% | +82.8% |
| All | +122.2% | +372.8% | -250.6% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling