+6,548.9%
CB vs TEVA
+1,755.9%
+4,793.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -0.6% | +1.6% | -2.2% | -0.9% |
| 30D | -3.9% | +4.0% | -7.9% | -4.6% |
| 3M | +4.9% | +10.5% | -5.6% | +2.9% |
| 6M | +3.3% | +18.4% | -15.1% | -0.2% |
| YTD | +8.5% | +17.8% | -9.3% | +4.8% |
| 1Y | +22.1% | +90.5% | -68.4% | +8.3% |
| 3Y | +70.1% | +282.1% | -212.0% | +29.4% |
| 5Y | +97.4% | +291.9% | -194.5% | +44.9% |
| 10Y | +216.8% | -24.9% | +241.7% | +183.9% |
| All | +6,548.9% | +1,755.9% | +4,793.0% | +3,872.6% |
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