-4.9%
CARR vs TEVA
+81.2%
-86.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -4.2% | +0.7% | -4.9% | -4.3% |
| 30D | -4.7% | +6.8% | -11.5% | -5.3% |
| 3M | -18.3% | +20.3% | -38.7% | -19.9% |
| 6M | -16.4% | +16.5% | -32.9% | -17.1% |
| YTD | +2.3% | +33.9% | -31.6% | -2.7% |
| 1Y | -4.9% | +69.8% | -74.8% | -13.2% |
| All | -4.9% | +81.2% | -86.1% | -13.2% |
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