+129.5%
TECK vs CRL
-13.0%
+142.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.3% | -3.8% |
| 7D | +2.1% | +8.9% | -6.7% | -0.1% |
| 30D | -8.9% | +14.0% | -22.9% | -12.4% |
| 3M | -7.1% | +19.8% | -26.9% | -11.9% |
| 6M | -7.0% | +102.0% | -109.0% | -23.5% |
| YTD | +28.3% | +70.8% | -42.5% | +9.1% |
| 1Y | +40.6% | +98.7% | -58.2% | +14.4% |
| 3Y | +78.2% | +98.2% | -20.0% | +36.5% |
| 5Y | +129.5% | -11.7% | +141.2% | +121.0% |
| All | +129.5% | -13.0% | +142.5% | +121.0% |
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