+178.3%
CHRW vs TECK
+377.7%
-199.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +3.5% | -3.8% | +7.3% | +3.9% |
| 30D | +4.6% | +0.7% | +3.9% | +4.4% |
| 3M | -19.7% | +4.6% | -24.3% | -20.5% |
| 6M | -12.4% | +25.1% | -37.5% | -15.4% |
| YTD | -3.9% | +39.2% | -43.1% | -8.6% |
| 1Y | +18.4% | +60.3% | -41.9% | +10.4% |
| 3Y | +88.8% | +62.9% | +25.9% | +72.4% |
| 5Y | +93.5% | +181.5% | -87.9% | +61.9% |
| All | +178.3% | +377.7% | -199.4% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling