+1,257.7%
CMS vs TECK
+2,028.7%
-770.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.4% | -0.1% |
| 7D | -0.9% | +3.1% | -4.0% | -1.2% |
| 30D | +7.1% | -5.0% | +12.0% | +7.4% |
| 3M | -1.3% | -2.6% | +1.3% | -1.3% |
| 6M | -2.7% | 0.0% | -2.6% | -3.2% |
| YTD | +2.6% | +35.6% | -33.0% | -1.3% |
| 1Y | -2.0% | +58.1% | -60.1% | -7.1% |
| 3Y | +39.6% | +93.3% | -53.7% | +27.6% |
| 5Y | +35.3% | +153.7% | -118.4% | +17.7% |
| 10Y | +132.3% | +226.7% | -94.4% | +82.3% |
| All | +1,257.7% | +2,028.7% | -770.9% | +649.4% |
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 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