+2,171.4%
TECK vs CRL
+739.9%
+1,431.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.1% |
| 7D | -0.3% | -1.0% | +0.7% | +0.1% |
| 30D | +4.6% | +10.7% | -6.0% | 0.0% |
| 3M | +2.8% | +55.3% | -52.4% | -16.0% |
| 6M | +24.9% | +60.7% | -35.8% | -1.2% |
| YTD | +44.7% | +44.6% | +0.1% | +18.7% |
| 1Y | +112.0% | +77.7% | +34.2% | +55.9% |
| 3Y | +67.6% | +37.6% | +30.0% | +26.6% |
| 5Y | +200.3% | -35.8% | +236.2% | +214.0% |
| 10Y | +358.2% | +241.7% | +116.5% | +87.4% |
| All | +2,171.4% | +739.9% | +1,431.5% | +463.6% |
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