+3.2%
CDE vs TEVA
+81.2%
-78.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +4.2% | +0.7% | +3.5% | +3.7% |
| 30D | -14.8% | +6.8% | -21.6% | -17.3% |
| 3M | -16.1% | +20.3% | -36.4% | -22.6% |
| 6M | -14.5% | +16.5% | -31.0% | -19.0% |
| YTD | -17.9% | +33.9% | -51.7% | -30.0% |
| 1Y | +3.2% | +69.8% | -66.6% | -27.5% |
| All | +3.2% | +81.2% | -78.0% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling