+900.5%
TECK vs CBRE
+1,992.7%
-1,092.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.2% |
| 7D | +2.1% | -2.8% | +4.9% | +3.5% |
| 30D | -8.9% | +2.2% | -11.1% | -9.8% |
| 3M | -7.1% | -10.1% | +3.0% | -3.1% |
| 6M | -7.0% | -8.0% | +1.0% | -4.8% |
| YTD | +28.3% | -17.6% | +45.9% | +36.6% |
| 1Y | +40.6% | -14.7% | +55.3% | +47.4% |
| 3Y | +78.2% | +80.4% | -2.2% | +31.1% |
| 5Y | +129.5% | +25.9% | +103.7% | +95.5% |
| 10Y | +205.6% | +379.5% | -173.9% | +43.5% |
| All | +900.5% | +1,992.7% | -1,092.2% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling