-9.9%
CTSH vs TECK
+50.8%
-60.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.7% |
| 7D | -2.1% | -1.2% | -0.8% | -2.1% |
| 30D | +8.0% | -5.7% | +13.7% | +7.5% |
| 3M | +10.6% | -3.6% | +14.2% | +10.7% |
| 6M | +32.5% | -2.2% | +34.7% | +34.4% |
| YTD | -21.0% | +33.6% | -54.5% | -20.6% |
| 1Y | -9.9% | +49.0% | -58.9% | -11.7% |
| All | -9.9% | +50.8% | -60.7% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling