+361.5%
CPRT vs TECK
+198.5%
+163.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -0.4% | -0.4% | +0.1% | -0.4% |
| 30D | +21.2% | -7.1% | +28.3% | +22.3% |
| 3M | +8.3% | -5.5% | +13.8% | +8.9% |
| 6M | -3.4% | -9.7% | +6.3% | -2.8% |
| YTD | -18.7% | +26.3% | -44.9% | -23.2% |
| 1Y | -23.5% | +44.4% | -67.9% | -29.4% |
| 3Y | -34.2% | +70.1% | -104.2% | -42.6% |
| 5Y | -18.2% | +125.8% | -144.0% | -35.0% |
| All | +361.5% | +198.5% | +163.0% | +190.9% |
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 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