-42.6%
CCL vs TEVA
-22.9%
-19.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.5% |
| 7D | -3.2% | +2.0% | -5.2% | -3.9% |
| 30D | -17.8% | +1.0% | -18.7% | -18.1% |
| 3M | -18.7% | +7.3% | -26.0% | -21.3% |
| 6M | -11.4% | +21.7% | -33.1% | -18.0% |
| YTD | -24.3% | +18.8% | -43.2% | -29.5% |
| 1Y | -28.8% | +86.5% | -115.3% | -44.0% |
| 3Y | +49.3% | +269.4% | -220.1% | -13.6% |
| 5Y | +1.6% | +303.6% | -302.0% | -44.8% |
| All | -42.6% | -22.9% | -19.7% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling