+223.5%
TECK vs CDW
-22.8%
+246.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.2% | +9.3% | +5.7% |
| 7D | +7.8% | -3.9% | +11.6% | +8.9% |
| 30D | +8.3% | +6.9% | +1.4% | +5.7% |
| 3M | +16.1% | +7.7% | +8.4% | +11.9% |
| 6M | +42.9% | +18.3% | +24.5% | +29.2% |
| YTD | +50.8% | +7.8% | +43.0% | +40.8% |
| 1Y | +106.1% | -12.2% | +118.2% | +112.0% |
| 3Y | +84.0% | -28.9% | +113.0% | +101.5% |
| 5Y | +223.5% | -22.8% | +246.2% | +227.6% |
| All | +223.5% | -22.8% | +246.2% | +227.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling