+1,881.2%
TECK vs CRL
+883.9%
+997.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -0.4% | +0.1% | -0.6% | -0.4% |
| 30D | -7.1% | +11.9% | -19.0% | -12.4% |
| 3M | -5.5% | +20.2% | -25.6% | -13.8% |
| 6M | -9.7% | +107.5% | -117.2% | -36.2% |
| YTD | +26.3% | +69.4% | -43.2% | -4.6% |
| 1Y | +44.4% | +99.7% | -55.4% | +1.0% |
| 3Y | +70.1% | +98.8% | -28.7% | +7.1% |
| 5Y | +125.8% | -12.4% | +138.2% | +102.5% |
| 10Y | +200.6% | +352.9% | -152.3% | +6.9% |
| All | +1,881.2% | +883.9% | +997.3% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling