+626.9%
CEG vs TEVA
+313.6%
+313.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | +1.3% | -1.7% | +3.0% | +1.6% |
| 30D | +8.8% | +2.0% | +6.9% | +8.5% |
| 3M | +17.0% | +7.0% | +10.0% | +15.4% |
| 6M | -8.7% | +17.0% | -25.7% | -11.6% |
| YTD | -16.4% | +18.1% | -34.5% | -19.3% |
| 1Y | -1.8% | +87.2% | -89.0% | -13.3% |
| 3Y | +175.8% | +283.1% | -107.3% | +102.3% |
| All | +626.9% | +313.6% | +313.4% | +452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling