+86.0%
CHRW vs TECK
+85.2%
+0.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.2% |
| 7D | +1.9% | +7.8% | -5.8% | +1.2% |
| 30D | +0.9% | +8.3% | -7.3% | +0.1% |
| 3M | -19.9% | +16.1% | -35.9% | -21.2% |
| 6M | -15.8% | +42.9% | -58.6% | -19.8% |
| YTD | -5.6% | +50.8% | -56.3% | -10.6% |
| 1Y | +21.0% | +106.1% | -85.0% | +9.8% |
| 3Y | +86.0% | +84.0% | +2.0% | +66.9% |
| All | +86.0% | +85.2% | +0.8% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling