-27.1%
CPRT vs TECK
+85.2%
-112.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -3.6% |
| 7D | +0.4% | +7.8% | -7.4% | -0.1% |
| 30D | +9.9% | +8.3% | +1.6% | +9.3% |
| 3M | +5.6% | +16.1% | -10.4% | +4.5% |
| 6M | -13.6% | +42.9% | -56.5% | -16.4% |
| YTD | -16.7% | +50.8% | -67.5% | -20.3% |
| 1Y | -33.1% | +106.1% | -139.2% | -38.5% |
| 3Y | -27.1% | +84.0% | -111.1% | -33.7% |
| All | -27.1% | +85.2% | -112.3% | -33.7% |
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