+40.5%
CSCO vs TECK
+42.2%
-1.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +2.2% |
| 7D | +6.6% | +2.1% | +4.4% | +6.0% |
| 30D | -11.3% | -8.9% | -2.4% | -9.6% |
| 3M | -17.3% | -7.1% | -10.2% | -16.1% |
| 6M | +3.5% | -7.0% | +10.5% | +4.4% |
| YTD | +34.9% | +28.3% | +6.5% | +32.2% |
| 1Y | +40.5% | +40.6% | -0.1% | +37.7% |
| All | +40.5% | +42.2% | -1.7% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling