+870.1%
CCI vs TEVA
+888.2%
-18.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.5% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | +0.3% | -0.4% | +0.7% | +0.3% |
| 3M | -20.0% | +8.2% | -28.2% | -21.5% |
| 6M | -14.5% | +15.3% | -29.8% | -17.4% |
| YTD | -14.9% | +16.5% | -31.3% | -18.0% |
| 1Y | -17.7% | +85.7% | -103.4% | -28.2% |
| 3Y | -12.4% | +277.9% | -290.2% | -36.7% |
| 5Y | -50.1% | +295.5% | -345.7% | -65.6% |
| 10Y | +20.4% | -24.5% | +44.9% | +11.2% |
| All | +870.1% | +888.2% | -18.1% | +144.7% |
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