+276.1%
TECK vs CDW
+983.6%
-707.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.8% | +2.1% | +4.6% |
| 7D | +3.1% | +9.3% | -6.2% | -1.4% |
| 30D | -5.0% | +15.8% | -20.8% | -12.1% |
| 3M | -2.6% | +21.8% | -24.4% | -13.4% |
| 6M | 0.0% | +58.8% | -58.8% | -24.9% |
| YTD | +35.6% | +22.8% | +12.9% | +11.5% |
| 1Y | +58.1% | +17.9% | +40.2% | +33.1% |
| 3Y | +93.3% | -17.4% | +110.8% | +93.6% |
| 5Y | +153.7% | -5.7% | +159.4% | +126.0% |
| 10Y | +226.7% | +319.5% | -92.8% | +19.3% |
| All | +276.1% | +983.6% | -707.5% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling