+39.8%
CMS vs TECK
+74.1%
-34.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.7% |
| 7D | +1.7% | -0.4% | +2.2% | +1.7% |
| 30D | +6.2% | -7.1% | +13.3% | +6.2% |
| 3M | +0.6% | -5.5% | +6.1% | +0.6% |
| 6M | -1.8% | -9.7% | +7.9% | -1.6% |
| YTD | +3.8% | +26.3% | -22.4% | +3.2% |
| 1Y | -1.8% | +44.4% | -46.1% | -2.6% |
| 3Y | +39.8% | +70.1% | -30.2% | +31.7% |
| All | +39.8% | +74.1% | -34.3% | +31.7% |
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