-35.8%
CBRS vs TECK
+7.8%
-43.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.2% | -9.0% | -8.2% |
| 7D | +15.7% | +7.8% | +8.0% | +8.7% |
| 30D | -11.9% | +8.3% | -20.2% | -17.8% |
| 3M | -16.0% | +16.1% | -32.1% | -30.0% |
| All | -35.8% | +7.8% | -43.6% | -45.7% |
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 · Available span rolling