+375.4%
TECK vs CBRE
+404.4%
-29.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.3% |
| 7D | +4.9% | -1.7% | +6.6% | +5.7% |
| 30D | +5.2% | -3.0% | +8.1% | +6.4% |
| 3M | +13.8% | +2.6% | +11.2% | +10.5% |
| 6M | +38.5% | +2.0% | +36.5% | +34.6% |
| YTD | +47.3% | -13.1% | +60.5% | +54.6% |
| 1Y | +81.0% | -13.8% | +94.8% | +90.2% |
| 3Y | +79.9% | +63.9% | +16.0% | +24.3% |
| 5Y | +207.9% | +42.3% | +165.5% | +124.9% |
| All | +375.4% | +404.4% | -29.1% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling