+11.8%
CRM vs TECK
+65.8%
-53.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | -4.4% | -3.8% | -0.6% | -4.1% |
| 30D | +28.1% | +0.7% | +27.4% | +27.8% |
| 3M | +48.8% | +4.6% | +44.2% | +47.6% |
| 6M | +28.3% | +25.1% | +3.1% | +22.1% |
| YTD | -6.0% | +39.2% | -45.2% | -13.6% |
| 1Y | +1.4% | +60.3% | -58.9% | -10.2% |
| 3Y | +11.8% | +62.9% | -51.1% | -6.0% |
| All | +11.8% | +65.8% | -53.9% | -6.0% |
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