-2.9%
CAG vs TEVA
+81.2%
-84.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | +11.4% | +0.7% | +10.6% | +11.3% |
| 30D | +16.7% | +6.8% | +9.9% | +16.3% |
| 3M | +4.5% | +20.3% | -15.8% | +3.8% |
| 6M | +13.3% | +16.5% | -3.2% | +13.0% |
| YTD | -4.2% | +33.9% | -38.0% | -5.4% |
| 1Y | -2.9% | +69.8% | -72.8% | -5.9% |
| All | -2.9% | +81.2% | -84.1% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling