+414.1%
CARR vs TECK
+1,068.5%
-654.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.1% | -0.7% |
| 7D | -4.1% | -4.2% | +0.1% | -3.2% |
| 30D | -11.0% | -0.4% | -10.6% | -11.0% |
| 3M | -16.4% | +10.1% | -26.5% | -18.7% |
| 6M | -2.4% | +26.0% | -28.4% | -8.4% |
| YTD | +8.4% | +38.0% | -29.6% | -1.1% |
| 1Y | -8.0% | +63.8% | -71.8% | -19.8% |
| 3Y | +0.6% | +68.5% | -67.9% | -14.8% |
| 5Y | +7.7% | +179.2% | -171.4% | -21.5% |
| All | +414.1% | +1,068.5% | -654.4% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling