+189.0%
CDE vs TEVA
+300.5%
-111.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.9% | +0.5% |
| 7D | -3.1% | +2.0% | -5.1% | -3.7% |
| 30D | +9.5% | +1.0% | +8.5% | +9.2% |
| 3M | +25.5% | +7.3% | +18.2% | +22.3% |
| 6M | -7.9% | +21.7% | -29.6% | -14.0% |
| YTD | +15.6% | +18.8% | -3.3% | +8.7% |
| 1Y | +34.0% | +86.5% | -52.4% | +9.0% |
| 3Y | +791.9% | +269.4% | +522.5% | +444.0% |
| All | +189.0% | +300.5% | -111.6% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling