+989.7%
CVS vs TECK
+1,881.2%
-891.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +6.6% | -0.4% | +7.0% | +6.6% |
| 30D | -0.4% | -7.1% | +6.7% | +0.1% |
| 3M | -5.3% | -5.5% | +0.2% | -5.1% |
| 6M | -7.7% | -9.7% | +2.0% | -7.5% |
| YTD | +16.0% | +26.3% | -10.2% | +11.7% |
| 1Y | +16.2% | +44.4% | -28.1% | +10.2% |
| 3Y | +47.6% | +70.1% | -22.5% | +35.4% |
| 5Y | +12.3% | +125.8% | -113.5% | -2.1% |
| 10Y | +62.4% | +200.6% | -138.2% | +28.8% |
| All | +989.7% | +1,881.2% | -891.5% | +712.8% |
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 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