+25.9%
CMS vs TECK
+200.8%
-175.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -3.6% | +4.6% | -8.2% | -3.7% |
| 3M | -1.9% | +2.8% | -4.8% | -2.0% |
| 6M | -11.0% | +24.9% | -35.9% | -11.6% |
| YTD | +0.2% | +44.7% | -44.5% | -1.1% |
| 1Y | -1.3% | +112.0% | -113.3% | -3.9% |
| 3Y | +35.9% | +67.6% | -31.7% | +32.3% |
| All | +25.9% | +200.8% | -175.0% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling