+39.4%
CTAS vs TECK
-9.1%
+48.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.5% |
| 7D | +2.0% | -0.4% | +2.4% | +2.0% |
| 30D | +8.7% | -7.1% | +15.8% | +8.1% |
| 3M | +13.3% | -5.5% | +18.7% | +13.5% |
| 6M | +39.4% | -9.7% | +49.1% | +42.0% |
| All | +39.4% | -9.1% | +48.4% | +42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling