+218.0%
TECK vs CDW
+338.4%
-120.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.3% |
| 7D | -1.2% | +2.6% | -3.8% | -2.4% |
| 30D | -5.7% | +20.4% | -26.1% | -14.3% |
| 3M | -3.6% | +28.5% | -32.1% | -16.3% |
| 6M | -2.2% | +70.6% | -72.8% | -28.8% |
| YTD | +33.6% | +29.1% | +4.5% | +7.5% |
| 1Y | +49.0% | +23.8% | +25.2% | +23.1% |
| 3Y | +85.4% | -14.5% | +99.9% | +84.0% |
| 5Y | +138.5% | -1.6% | +140.1% | +108.0% |
| 10Y | +218.0% | +322.0% | -104.0% | +30.7% |
| All | +218.0% | +338.4% | -120.4% | +30.7% |
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