+26,079.9%
CAT vs TEVA
+6,974.4%
+19,105.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +5.6% | +1.6% | +4.0% | +5.3% |
| 30D | -2.3% | +4.0% | -6.3% | -3.1% |
| 3M | -10.0% | +10.5% | -20.5% | -11.9% |
| 6M | +21.2% | +18.4% | +2.9% | +16.9% |
| YTD | +44.4% | +17.8% | +26.7% | +39.4% |
| 1Y | +96.3% | +90.5% | +5.8% | +73.7% |
| 3Y | +203.9% | +282.1% | -78.2% | +131.2% |
| 5Y | +333.5% | +291.9% | +41.6% | +220.0% |
| 10Y | +1,126.0% | -24.9% | +1,150.9% | +989.8% |
| All | +26,079.9% | +6,974.4% | +19,105.5% | +12,532.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling