+683.1%
CTAS vs TECK
+377.7%
+305.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +0.5% | -3.8% | +4.4% | +1.1% |
| 30D | -0.7% | +0.7% | -1.5% | -0.9% |
| 3M | +11.1% | +4.6% | +6.5% | +9.6% |
| 6M | +2.1% | +25.1% | -23.0% | -3.0% |
| YTD | +8.0% | +39.2% | -31.2% | 0.0% |
| 1Y | -0.5% | +60.3% | -60.8% | -10.6% |
| 3Y | +66.2% | +62.9% | +3.3% | +44.0% |
| 5Y | +109.2% | +181.5% | -72.3% | +53.2% |
| All | +683.1% | +377.7% | +305.5% | +346.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling