-11.8%
CAG vs TEVA
+93.8%
-105.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | +3.1% | +4.7% | -1.6% | +3.0% |
| 3M | +23.5% | +5.6% | +17.9% | +23.4% |
| 6M | -14.8% | +10.5% | -25.3% | -15.2% |
| YTD | -5.4% | +16.5% | -21.9% | -6.1% |
| 1Y | -11.8% | +96.8% | -108.6% | -15.0% |
| All | -11.8% | +93.8% | -105.6% | -15.0% |
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