+3,004.4%
CTSH vs TECK
+2,171.4%
+833.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +12.4% | +4.6% | +7.7% | +11.3% |
| 3M | +17.4% | +2.8% | +14.5% | +15.9% |
| 6M | -3.1% | +24.9% | -28.0% | -8.7% |
| YTD | -23.6% | +44.7% | -68.3% | -30.5% |
| 1Y | -10.8% | +112.0% | -122.8% | -25.3% |
| 3Y | -8.3% | +67.6% | -75.9% | -21.6% |
| 5Y | -11.3% | +200.3% | -211.7% | -35.1% |
| 10Y | +22.6% | +358.2% | -335.6% | -27.1% |
| All | +3,004.4% | +2,171.4% | +833.0% | +1,540.9% |
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