-1.8%
CARR vs TECK
+59.3%
-61.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.7% |
| 7D | -0.7% | +2.3% | -2.9% | -1.3% |
| 30D | +0.3% | -5.0% | +5.3% | +1.6% |
| 3M | -14.9% | -0.3% | -14.6% | -15.3% |
| 6M | -14.9% | +13.9% | -28.7% | -19.3% |
| YTD | +7.0% | +35.2% | -28.2% | -5.5% |
| 1Y | -1.8% | +57.5% | -59.3% | -18.1% |
| All | -1.8% | +59.3% | -61.0% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling