+944.2%
CSCO vs TECK
+1,881.2%
-937.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.6% | -6.0% |
| 7D | +1.9% | -0.4% | +2.4% | +2.0% |
| 30D | -15.8% | -7.1% | -8.7% | -14.8% |
| 3M | -15.4% | -5.5% | -9.9% | -14.7% |
| 6M | -5.4% | -9.7% | +4.3% | -4.2% |
| YTD | +26.5% | +26.3% | +0.2% | +20.4% |
| 1Y | +25.9% | +44.4% | -18.5% | +17.1% |
| 3Y | +97.5% | +70.1% | +27.5% | +74.7% |
| 5Y | +93.0% | +125.8% | -32.8% | +57.1% |
| 10Y | +308.6% | +200.6% | +108.0% | +187.1% |
| All | +944.2% | +1,881.2% | -937.0% | +399.6% |
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