+21.0%
CTSH vs TECK
+372.8%
-351.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.5% |
| 7D | -8.2% | +4.9% | -13.1% | -8.9% |
| 30D | +0.4% | +5.2% | -4.8% | -0.5% |
| 3M | +10.6% | +13.8% | -3.2% | +7.7% |
| 6M | -8.8% | +38.5% | -47.3% | -14.8% |
| YTD | -28.6% | +47.3% | -76.0% | -34.5% |
| 1Y | -15.9% | +81.0% | -96.9% | -26.0% |
| 3Y | -13.9% | +79.9% | -93.7% | -26.1% |
| 5Y | -17.1% | +207.9% | -225.0% | -37.6% |
| 10Y | +21.0% | +389.5% | -368.5% | -27.6% |
| All | +21.0% | +372.8% | -351.8% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling