-19.0%
CAG vs TEVA
+89.1%
-108.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.7% |
| 7D | -5.7% | +2.0% | -7.7% | -5.7% |
| 30D | -2.4% | +1.0% | -3.4% | -2.4% |
| 3M | +9.8% | +7.3% | +2.5% | +9.7% |
| 6M | -10.8% | +21.7% | -32.6% | -11.4% |
| YTD | -10.8% | +18.8% | -29.7% | -11.4% |
| 1Y | -19.0% | +86.5% | -105.4% | -20.4% |
| All | -19.0% | +89.1% | -108.1% | -20.4% |
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