+140.0%
TECK vs CAPR
-99.0%
+239.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +9.4% | -2.5% | +6.7% |
| 7D | +3.1% | +36.0% | -33.0% | +2.3% |
| 30D | -5.0% | +25.8% | -30.8% | -5.5% |
| 3M | -2.6% | +140.8% | -143.4% | -5.0% |
| 6M | 0.0% | -67.6% | +67.5% | +0.8% |
| YTD | +35.6% | -65.9% | +101.5% | +36.4% |
| 1Y | +58.1% | +66.1% | -8.0% | +45.3% |
| 3Y | +93.3% | +256.9% | -163.5% | +68.9% |
| 5Y | +153.7% | +172.1% | -18.4% | +120.1% |
| 10Y | +226.7% | -64.7% | +291.4% | +166.7% |
| All | +140.0% | -99.0% | +239.0% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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