+1,401.6%
CRS vs TECK
+180.4%
+1,221.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.1% | +0.3% |
| 7D | -4.1% | -4.2% | +0.1% | -2.6% |
| 30D | -16.6% | -0.4% | -16.2% | -16.8% |
| 3M | -14.3% | +10.1% | -24.4% | -18.3% |
| 6M | +11.6% | +26.0% | -14.4% | +0.3% |
| YTD | +42.6% | +38.0% | +4.5% | +22.3% |
| 1Y | +81.8% | +63.8% | +18.0% | +44.4% |
| 3Y | +632.1% | +68.5% | +563.5% | +447.1% |
| 5Y | +1,401.6% | +179.2% | +1,222.5% | +784.5% |
| All | +1,401.6% | +180.4% | +1,221.2% | +784.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling