+196.9%
TECK vs CDW
+312.7%
-115.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.3% |
| 7D | -0.4% | +9.3% | -9.8% | -4.6% |
| 30D | -7.1% | +14.4% | -21.5% | -13.3% |
| 3M | -5.5% | +21.4% | -26.9% | -15.4% |
| 6M | -9.7% | +72.8% | -82.5% | -34.7% |
| YTD | +26.3% | +28.0% | -1.8% | +2.0% |
| 1Y | +44.4% | +19.3% | +25.0% | +21.8% |
| 3Y | +70.1% | -15.3% | +85.4% | +69.6% |
| 5Y | +125.8% | -3.8% | +129.6% | +99.7% |
| All | +196.9% | +312.7% | -115.8% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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