+604.3%
CEG vs TEVA
+316.3%
+288.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -0.8% |
| 7D | -4.8% | +2.0% | -6.8% | -5.1% |
| 30D | +2.3% | +1.0% | +1.4% | +2.2% |
| 3M | +15.6% | +7.3% | +8.3% | +14.0% |
| 6M | -5.0% | +21.7% | -26.7% | -8.7% |
| YTD | -19.0% | +18.8% | -37.9% | -21.9% |
| 1Y | -10.0% | +86.5% | -96.4% | -20.4% |
| 3Y | +163.9% | +269.4% | -105.5% | +95.2% |
| All | +604.3% | +316.3% | +288.0% | +434.4% |
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