+129.5%
TECK vs CBRE
+25.7%
+103.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.2% |
| 7D | +2.1% | -2.8% | +4.9% | +3.6% |
| 30D | -8.9% | +2.2% | -11.1% | -9.8% |
| 3M | -7.1% | -10.1% | +3.0% | -2.9% |
| 6M | -7.0% | -8.0% | +1.0% | -4.5% |
| YTD | +28.3% | -17.6% | +45.9% | +37.0% |
| 1Y | +40.6% | -14.7% | +55.3% | +47.4% |
| 3Y | +78.2% | +80.4% | -2.2% | +20.7% |
| 5Y | +129.5% | +25.9% | +103.7% | +73.3% |
| All | +129.5% | +25.7% | +103.8% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling