+117.2%
TECK vs CRBG
+117.3%
-0.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.2% |
| 7D | -3.8% | +0.6% | -4.4% | -4.2% |
| 30D | +0.7% | +2.6% | -1.9% | -0.6% |
| 3M | +4.6% | +24.0% | -19.4% | -4.8% |
| 6M | +25.1% | +50.5% | -25.4% | +4.4% |
| YTD | +39.2% | +17.1% | +22.0% | +28.2% |
| 1Y | +60.3% | +5.9% | +54.4% | +53.4% |
| 3Y | +62.9% | +122.7% | -59.8% | +13.5% |
| All | +117.2% | +117.3% | -0.1% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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