+1,071.4%
CVS vs TECK
+2,171.4%
-1,100.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | -2.4% | +4.6% | -7.0% | -2.9% |
| 3M | +2.7% | +2.8% | -0.2% | +2.0% |
| 6M | +21.9% | +24.9% | -3.0% | +18.3% |
| YTD | +24.7% | +44.7% | -20.0% | +18.8% |
| 1Y | +35.4% | +112.0% | -76.5% | +23.5% |
| 3Y | +65.2% | +67.6% | -2.4% | +52.2% |
| 5Y | +30.5% | +200.3% | -169.8% | +10.6% |
| 10Y | +40.4% | +358.2% | -317.8% | +6.7% |
| All | +1,071.4% | +2,171.4% | -1,100.0% | +764.6% |
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