+389.5%
TECK vs CDW
+262.5%
+127.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.6% |
| 7D | +4.9% | -4.2% | +9.1% | +6.9% |
| 30D | +5.2% | +4.9% | +0.3% | +2.0% |
| 3M | +13.8% | +7.3% | +6.5% | +7.1% |
| 6M | +38.5% | +19.2% | +19.3% | +17.6% |
| YTD | +47.3% | +6.2% | +41.2% | +31.9% |
| 1Y | +81.0% | -14.0% | +95.0% | +83.0% |
| 3Y | +79.9% | -30.0% | +109.8% | +98.9% |
| 5Y | +207.9% | -23.6% | +231.5% | +210.2% |
| 10Y | +389.5% | +269.4% | +120.1% | +145.0% |
| All | +389.5% | +262.5% | +127.0% | +145.0% |
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