+55.6%
CVS vs TECK
+75.5%
-19.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.5% |
| 7D | -1.9% | +4.9% | -6.8% | -2.3% |
| 30D | -0.3% | +5.2% | -5.5% | -0.7% |
| 3M | -1.1% | +13.8% | -14.9% | -2.4% |
| 6M | +23.7% | +38.5% | -14.8% | +19.3% |
| YTD | +23.0% | +47.3% | -24.3% | +17.4% |
| 1Y | +37.2% | +81.0% | -43.8% | +27.5% |
| All | +55.6% | +75.5% | -19.9% | +43.8% |
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