+159.4%
CCJ vs TEVA
+280.8%
-121.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.1% |
| 7D | -4.0% | +2.0% | -6.0% | -4.3% |
| 30D | -2.4% | +1.0% | -3.3% | -2.5% |
| 3M | -2.3% | +7.3% | -9.6% | -3.5% |
| 6M | -16.2% | +21.7% | -37.9% | -19.2% |
| YTD | +5.7% | +18.8% | -13.2% | +2.5% |
| 1Y | +21.3% | +86.5% | -65.2% | +10.2% |
| 3Y | +159.4% | +269.4% | -110.0% | +115.5% |
| All | +159.4% | +280.8% | -121.4% | +115.5% |
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