+19.7%
CHRW vs TECK
+76.8%
-57.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | +4.1% | +4.9% | -0.8% | +3.8% |
| 30D | +1.9% | +5.2% | -3.3% | +1.6% |
| 3M | -21.2% | +13.8% | -34.9% | -21.5% |
| 6M | -16.7% | +38.5% | -55.2% | -19.5% |
| YTD | -5.4% | +47.3% | -52.7% | -7.3% |
| All | +19.7% | +76.8% | -57.1% | +16.8% |
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