-11.3%
CTSH vs TECK
+85.2%
-96.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.2% | -8.0% | -4.2% |
| 7D | -5.5% | +7.8% | -13.2% | -6.0% |
| 30D | +4.5% | +8.3% | -3.8% | +3.8% |
| 3M | +13.7% | +16.1% | -2.3% | +12.3% |
| 6M | -8.4% | +42.9% | -51.2% | -12.4% |
| YTD | -26.5% | +50.8% | -77.3% | -31.0% |
| 1Y | -13.9% | +106.1% | -120.0% | -24.1% |
| 3Y | -11.3% | +84.0% | -95.4% | -22.7% |
| All | -11.3% | +85.2% | -96.6% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling