+1,087.7%
CSCO vs TECK
+2,171.4%
-1,083.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | -10.1% | +4.6% | -14.7% | -10.8% |
| 3M | -15.7% | +2.8% | -18.5% | -16.3% |
| 6M | +36.3% | +24.9% | +11.4% | +30.4% |
| YTD | +43.8% | +44.7% | -0.9% | +34.0% |
| 1Y | +63.9% | +112.0% | -48.0% | +42.6% |
| 3Y | +104.4% | +67.6% | +36.8% | +80.9% |
| 5Y | +111.4% | +200.3% | -89.0% | +63.5% |
| 10Y | +361.7% | +358.2% | +3.5% | +201.5% |
| All | +1,087.7% | +2,171.4% | -1,083.7% | +456.1% |
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