+1.5%
CARR vs TEVA
+280.8%
-279.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.2% |
| 7D | -3.8% | +2.0% | -5.8% | -4.0% |
| 30D | -8.9% | +1.0% | -9.9% | -9.0% |
| 3M | -17.3% | +7.3% | -24.6% | -18.0% |
| 6M | -1.4% | +21.7% | -23.1% | -3.7% |
| YTD | +10.0% | +18.8% | -8.8% | +7.6% |
| 1Y | -6.4% | +86.5% | -92.8% | -12.6% |
| 3Y | +1.5% | +269.4% | -267.9% | -16.8% |
| All | +1.5% | +280.8% | -279.3% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling