+5,375.6%
CRS vs TECK
+2,265.7%
+3,109.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.2% | -7.7% | -5.2% |
| 7D | -3.1% | +7.8% | -10.8% | -6.1% |
| 30D | -19.6% | +8.3% | -27.9% | -22.5% |
| 3M | -8.1% | +16.1% | -24.2% | -14.4% |
| 6M | +18.6% | +42.9% | -24.3% | +1.0% |
| YTD | +45.9% | +50.8% | -4.9% | +20.3% |
| 1Y | +82.5% | +106.1% | -23.6% | +30.4% |
| 3Y | +648.9% | +84.0% | +564.9% | +439.9% |
| 5Y | +1,438.1% | +223.5% | +1,214.7% | +729.1% |
| 10Y | +1,327.0% | +378.1% | +948.9% | +492.7% |
| All | +5,375.6% | +2,265.7% | +3,109.8% | +1,354.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling