+2,676.3%
CTAS vs TECK
+1,881.2%
+795.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +2.0% | -0.4% | +2.4% | +2.0% |
| 30D | +8.7% | -7.1% | +15.8% | +9.6% |
| 3M | +13.3% | -5.5% | +18.7% | +13.7% |
| 6M | +39.4% | -9.7% | +49.1% | +39.9% |
| YTD | +21.5% | +26.3% | -4.8% | +15.5% |
| 1Y | +21.9% | +44.4% | -22.5% | +13.5% |
| 3Y | +73.6% | +70.1% | +3.6% | +54.2% |
| 5Y | +116.2% | +125.8% | -9.6% | +78.5% |
| 10Y | +818.2% | +200.6% | +617.6% | +568.0% |
| All | +2,676.3% | +1,881.2% | +795.1% | +1,442.0% |
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 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