+25,808.1%
CAT vs TEVA
+6,897.4%
+18,910.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -6.6% | +4.7% | -11.3% | -7.4% |
| 3M | -13.3% | +5.6% | -18.9% | -14.5% |
| 6M | +11.6% | +10.5% | +1.1% | +9.0% |
| YTD | +42.9% | +16.5% | +26.4% | +38.2% |
| 1Y | +95.4% | +96.8% | -1.3% | +71.9% |
| 3Y | +196.6% | +269.5% | -72.9% | +126.9% |
| 5Y | +321.7% | +283.5% | +38.1% | +212.4% |
| 10Y | +1,140.8% | -25.9% | +1,166.7% | +1,005.7% |
| All | +25,808.1% | +6,897.4% | +18,910.6% | +12,424.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling