+81.2%
CHRW vs TECK
+84.1%
-2.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.6% |
| 7D | -0.1% | -1.2% | +1.2% | 0.0% |
| 30D | -4.3% | -5.7% | +1.4% | -3.8% |
| 3M | -7.4% | -3.6% | -3.8% | -7.3% |
| 6M | -20.7% | -2.2% | -18.5% | -20.9% |
| YTD | -15.9% | +33.6% | -49.4% | -19.5% |
| 1Y | -9.9% | +49.0% | -58.9% | -14.9% |
| All | +81.2% | +84.1% | -2.9% | +63.5% |
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