+2,354.5%
CTAS vs TECK
+2,171.4%
+183.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -0.2% | +4.6% | -4.8% | -0.9% |
| 3M | +11.7% | +2.8% | +8.8% | +10.6% |
| 6M | +0.7% | +24.9% | -24.2% | -3.4% |
| YTD | +7.4% | +44.7% | -37.3% | +0.5% |
| 1Y | -2.1% | +112.0% | -114.1% | -13.7% |
| 3Y | +62.9% | +67.6% | -4.6% | +45.2% |
| 5Y | +111.9% | +200.3% | -88.5% | +67.8% |
| 10Y | +652.2% | +358.2% | +294.0% | +417.8% |
| All | +2,354.5% | +2,171.4% | +183.1% | +1,242.1% |
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