-13.4%
CTSH vs TECK
+148.6%
-162.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -2.1% | -1.2% | -0.8% | -2.0% |
| 30D | +8.0% | -5.7% | +13.7% | +8.5% |
| 3M | +10.6% | -3.6% | +14.2% | +10.6% |
| 6M | +32.5% | -2.2% | +34.7% | +31.6% |
| YTD | -21.0% | +33.6% | -54.5% | -26.3% |
| 1Y | -9.9% | +49.0% | -58.9% | -17.8% |
| 3Y | +3.1% | +85.4% | -82.3% | -12.6% |
| 5Y | -13.4% | +138.5% | -151.9% | -33.7% |
| All | -13.4% | +148.6% | -162.0% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling