+3,110.0%
CTSH vs TECK
+1,995.8%
+1,114.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -2.1% | -1.2% | -0.8% | -2.0% |
| 30D | +8.0% | -5.7% | +13.7% | +8.7% |
| 3M | +10.6% | -3.6% | +14.2% | +10.5% |
| 6M | +32.5% | -2.2% | +34.7% | +30.8% |
| YTD | -21.0% | +33.6% | -54.5% | -27.6% |
| 1Y | -9.9% | +49.0% | -58.9% | -19.4% |
| 3Y | +3.1% | +85.4% | -82.3% | -14.0% |
| 5Y | -13.4% | +138.5% | -151.9% | -33.9% |
| 10Y | +37.1% | +218.0% | -180.8% | -12.4% |
| All | +3,110.0% | +1,995.8% | +1,114.2% | +1,610.1% |
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