+1,528.1%
CCJ vs TEVA
+905.8%
+622.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -3.2% | -0.7% | -2.4% | -3.0% |
| 30D | -1.3% | -0.4% | -1.0% | -1.2% |
| 3M | +2.5% | +8.2% | -5.7% | +0.6% |
| 6M | -18.9% | +15.3% | -34.2% | -21.6% |
| YTD | +6.5% | +16.5% | -10.0% | +2.7% |
| 1Y | +22.8% | +85.7% | -62.9% | +7.0% |
| 3Y | +164.5% | +277.9% | -113.4% | +93.0% |
| 5Y | +303.7% | +295.5% | +8.2% | +185.9% |
| 10Y | +1,064.0% | -24.5% | +1,088.5% | +905.9% |
| All | +1,528.1% | +905.8% | +622.4% | +907.5% |
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 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