+349.0%
TECK vs CRL
+256.1%
+93.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.1% |
| 7D | -3.8% | -3.5% | -0.3% | -2.6% |
| 30D | +0.7% | -2.1% | +2.9% | +1.6% |
| 3M | +4.6% | +48.0% | -43.4% | -10.1% |
| 6M | +25.1% | +64.7% | -39.6% | +2.0% |
| YTD | +39.2% | +39.5% | -0.3% | +19.7% |
| 1Y | +60.3% | +74.2% | -13.9% | +25.0% |
| 3Y | +62.9% | +39.4% | +23.5% | +28.7% |
| 5Y | +181.5% | -36.9% | +218.4% | +214.6% |
| All | +349.0% | +256.1% | +93.0% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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