+1,225.7%
CMS vs TECK
+2,171.4%
-945.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 3M | -1.9% | +2.8% | -4.8% | -2.5% |
| 6M | -11.0% | +24.9% | -35.9% | -13.3% |
| YTD | +0.2% | +44.7% | -44.5% | -4.0% |
| 1Y | -1.3% | +112.0% | -113.3% | -9.0% |
| 3Y | +35.9% | +67.6% | -31.7% | +26.1% |
| 5Y | +23.1% | +200.3% | -177.3% | +5.2% |
| 10Y | +117.9% | +358.2% | -240.3% | +64.6% |
| All | +1,225.7% | +2,171.4% | -945.7% | +628.8% |
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 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