+74.0%
CTAS vs TECK
+84.1%
-10.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -0.8% | -1.2% | +0.5% | -0.7% |
| 30D | +10.7% | -5.7% | +16.5% | +11.0% |
| 3M | +11.0% | -3.6% | +14.6% | +11.1% |
| 6M | +38.7% | -2.2% | +41.0% | +38.8% |
| YTD | +21.8% | +33.6% | -11.8% | +18.0% |
| 1Y | +23.6% | +49.0% | -25.4% | +18.5% |
| All | +74.0% | +84.1% | -10.1% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling