-4.6%
CARR vs TEVA
+93.8%
-98.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -8.7% | +4.7% | -13.5% | -9.1% |
| 3M | -12.6% | +5.6% | -18.2% | -12.7% |
| 6M | -1.5% | +10.5% | -12.0% | -3.2% |
| YTD | +14.3% | +16.5% | -2.2% | +12.1% |
| 1Y | -4.6% | +96.8% | -101.3% | -9.2% |
| All | -4.6% | +93.8% | -98.4% | -9.2% |
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