+345.4%
TECK vs CBRE
+398.3%
-53.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -5.6% |
| 7D | -4.2% | -7.2% | +3.0% | -0.3% |
| 30D | -0.4% | -6.4% | +6.1% | +2.9% |
| 3M | +10.1% | +2.9% | +7.2% | +6.8% |
| 6M | +26.0% | +2.5% | +23.5% | +22.2% |
| YTD | +38.0% | -14.2% | +52.2% | +45.8% |
| 1Y | +63.8% | -15.1% | +78.9% | +73.7% |
| 3Y | +68.5% | +61.9% | +6.6% | +17.3% |
| 5Y | +179.2% | +42.4% | +136.8% | +103.9% |
| All | +345.4% | +398.3% | -53.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CBRE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling