+301.3%
TECK vs CDW
+903.1%
-601.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | -0.3% | +3.2% | -3.5% | -2.0% |
| 30D | +4.6% | +9.3% | -4.7% | -0.6% |
| 3M | +2.8% | +9.8% | -6.9% | -4.0% |
| 6M | +24.9% | +23.3% | +1.6% | +4.6% |
| YTD | +44.7% | +13.7% | +31.1% | +25.2% |
| 1Y | +112.0% | -6.5% | +118.5% | +104.8% |
| 3Y | +67.6% | -25.2% | +92.8% | +79.1% |
| 5Y | +200.3% | -19.5% | +219.8% | +196.3% |
| 10Y | +358.2% | +285.8% | +72.4% | +76.2% |
| All | +301.3% | +903.1% | -601.8% | +19.1% |
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