+13.0%
CVS vs TECK
+130.0%
-117.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +6.6% | -0.4% | +7.0% | +6.6% |
| 30D | -0.4% | -7.1% | +6.7% | 0.0% |
| 3M | -5.3% | -5.5% | +0.2% | -5.2% |
| 6M | -7.7% | -9.7% | +2.0% | -7.6% |
| YTD | +16.0% | +26.3% | -10.2% | +11.5% |
| 1Y | +16.2% | +44.4% | -28.1% | +9.9% |
| 3Y | +47.6% | +70.1% | -22.5% | +34.8% |
| All | +13.0% | +130.0% | -117.0% | +0.1% |
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 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