+71.6%
CRH vs TECK
+65.8%
+5.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -6.1% | -3.8% | -2.2% | -5.1% |
| 30D | -9.3% | +0.7% | -10.0% | -9.6% |
| 3M | -15.2% | +4.6% | -19.8% | -16.9% |
| 6M | -14.2% | +25.1% | -39.3% | -20.9% |
| YTD | -28.3% | +39.2% | -67.4% | -36.5% |
| 1Y | -21.8% | +60.3% | -82.1% | -34.3% |
| 3Y | +71.6% | +62.9% | +8.7% | +39.2% |
| All | +71.6% | +65.8% | +5.8% | +39.2% |
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