-38.5%
CBRS vs TECK
-1.3%
-37.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.3% | +3.8% | +2.3% |
| 7D | +0.5% | -4.2% | +4.7% | +3.3% |
| 30D | -18.5% | -0.4% | -18.1% | -19.1% |
| 3M | -19.4% | +10.1% | -29.5% | -28.9% |
| All | -38.5% | -1.3% | -37.2% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling