-37.7%
CAG vs TEVA
-22.9%
-14.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | -5.7% | +2.0% | -7.7% | -5.8% |
| 30D | -2.4% | +1.0% | -3.4% | -2.5% |
| 3M | +9.8% | +7.3% | +2.5% | +9.3% |
| 6M | -10.8% | +21.7% | -32.6% | -11.9% |
| YTD | -10.8% | +18.8% | -29.7% | -11.8% |
| 1Y | -19.0% | +86.5% | -105.4% | -21.9% |
| 3Y | -39.7% | +269.4% | -309.1% | -44.8% |
| 5Y | -43.0% | +303.6% | -346.6% | -48.6% |
| All | -37.7% | -22.9% | -14.7% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling