+207.9%
TECK vs CRL
-37.6%
+245.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | +4.9% | -4.6% | +9.5% | +6.1% |
| 30D | +5.2% | +0.5% | +4.7% | +5.0% |
| 3M | +13.8% | +46.6% | -32.8% | +2.8% |
| 6M | +38.5% | +57.3% | -18.8% | +21.8% |
| YTD | +47.3% | +39.5% | +7.8% | +33.0% |
| 1Y | +81.0% | +76.9% | +4.1% | +52.0% |
| 3Y | +79.9% | +39.4% | +40.5% | +54.1% |
| 5Y | +207.9% | -37.2% | +245.0% | +205.9% |
| All | +207.9% | -37.6% | +245.5% | +205.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling