+132.3%
CMS vs TECK
+221.5%
-89.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.4% | +0.3% |
| 7D | -0.9% | +3.1% | -4.0% | -1.0% |
| 30D | +7.1% | -5.0% | +12.0% | +7.2% |
| 3M | -1.3% | -2.6% | +1.3% | -1.3% |
| 6M | -2.7% | 0.0% | -2.6% | -2.8% |
| YTD | +2.6% | +35.6% | -33.0% | +1.2% |
| 1Y | -2.0% | +58.1% | -60.1% | -3.9% |
| 3Y | +39.6% | +93.3% | -53.7% | +34.9% |
| 5Y | +35.3% | +153.7% | -118.4% | +28.7% |
| 10Y | +132.3% | +226.7% | -94.4% | +101.1% |
| All | +132.3% | +221.5% | -89.2% | +101.1% |
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