+971.6%
CSCO vs TECK
+1,968.8%
-997.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | -4.7% | +1.7% | -6.4% | -4.9% |
| 30D | -17.1% | -7.6% | -9.5% | -16.0% |
| 3M | -19.6% | -5.9% | -13.7% | -18.9% |
| 6M | +2.4% | -2.8% | +5.3% | +2.4% |
| YTD | +29.8% | +31.8% | -2.1% | +22.6% |
| 1Y | +38.7% | +49.1% | -10.4% | +28.2% |
| 3Y | +101.3% | +83.0% | +18.3% | +75.9% |
| 5Y | +94.8% | +150.6% | -55.8% | +55.7% |
| 10Y | +324.2% | +219.0% | +105.2% | +195.1% |
| All | +971.6% | +1,968.8% | -997.1% | +409.1% |
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