+98.3%
CRS vs TECK
+108.8%
-10.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -16.6% | +4.6% | -21.2% | -17.9% |
| 3M | -3.5% | +2.8% | -6.3% | -5.1% |
| 6M | +15.4% | +24.9% | -9.5% | +5.5% |
| YTD | +51.2% | +44.7% | +6.5% | +35.1% |
| 1Y | +98.3% | +112.0% | -13.7% | +79.2% |
| All | +98.3% | +108.8% | -10.5% | +79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling