+41.0%
CVS vs TECK
+373.8%
-332.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.2% | +0.6% |
| 7D | -2.0% | -4.2% | +2.3% | -1.5% |
| 30D | +1.9% | -0.4% | +2.3% | +1.8% |
| 3M | -2.2% | +10.1% | -12.3% | -3.6% |
| 6M | +26.7% | +26.0% | +0.7% | +22.5% |
| YTD | +22.9% | +38.0% | -15.2% | +17.1% |
| 1Y | +32.9% | +63.8% | -30.9% | +23.9% |
| 3Y | +62.3% | +68.5% | -6.2% | +48.2% |
| 5Y | +34.2% | +179.2% | -144.9% | +12.6% |
| All | +41.0% | +373.8% | -332.8% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling