+374.9%
CPRT vs TECK
+377.7%
-2.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -11.2% | -3.8% | -7.3% | -10.7% |
| 30D | +3.3% | +0.7% | +2.6% | +3.1% |
| 3M | -3.6% | +4.6% | -8.2% | -4.7% |
| 6M | -15.8% | +25.1% | -40.9% | -19.5% |
| YTD | -23.5% | +39.2% | -62.7% | -28.6% |
| 1Y | -38.8% | +60.3% | -99.1% | -44.4% |
| 3Y | -33.4% | +62.9% | -96.3% | -41.3% |
| 5Y | -16.4% | +181.5% | -197.8% | -36.0% |
| All | +374.9% | +377.7% | -2.8% | +183.8% |
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