+109.6%
CTAS vs TECK
+213.6%
-104.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | 0.0% |
| 7D | +1.0% | +4.9% | -3.9% | +0.6% |
| 30D | -1.1% | +5.2% | -6.2% | -1.5% |
| 3M | +11.5% | +13.8% | -2.3% | +10.1% |
| 6M | +0.2% | +38.5% | -38.3% | -3.3% |
| YTD | +7.2% | +47.3% | -40.2% | +2.4% |
| 1Y | 0.0% | +81.0% | -81.0% | -6.7% |
| 3Y | +65.9% | +79.9% | -13.9% | +51.2% |
| 5Y | +109.6% | +207.9% | -98.3% | +81.6% |
| All | +109.6% | +213.6% | -104.1% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling