+49.3%
CCL vs TEVA
+280.8%
-231.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.7% |
| 7D | -3.2% | +2.0% | -5.2% | -3.7% |
| 30D | -17.8% | +1.0% | -18.7% | -18.0% |
| 3M | -18.7% | +7.3% | -26.0% | -20.5% |
| 6M | -11.4% | +21.7% | -33.1% | -16.4% |
| YTD | -24.3% | +18.8% | -43.2% | -28.1% |
| 1Y | -28.8% | +86.5% | -115.3% | -39.7% |
| 3Y | +49.3% | +269.4% | -220.1% | -5.0% |
| All | +49.3% | +280.8% | -231.5% | -5.0% |
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