+363.9%
CPRT vs TECK
+203.4%
+160.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.1% |
| 7D | -1.5% | +2.1% | -3.6% | -1.8% |
| 30D | +21.4% | -8.9% | +30.3% | +22.8% |
| 3M | +10.4% | -7.1% | +17.5% | +11.2% |
| 6M | -4.3% | -7.0% | +2.7% | -4.2% |
| YTD | -18.3% | +28.3% | -46.6% | -22.9% |
| 1Y | -22.5% | +40.6% | -63.0% | -28.1% |
| 3Y | -34.3% | +78.2% | -112.5% | -43.2% |
| 5Y | -17.8% | +129.5% | -147.3% | -34.8% |
| All | +363.9% | +203.4% | +160.5% | +191.8% |
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 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