+34.8%
CF vs TEVA
+106.6%
-71.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.4% |
| 7D | -6.9% | +4.7% | -11.6% | -6.3% |
| 30D | -3.7% | +5.5% | -9.3% | -3.0% |
| 3M | -5.0% | +21.6% | -26.5% | -2.3% |
| 6M | -10.5% | +18.4% | -28.9% | -8.6% |
| YTD | +46.5% | +34.1% | +12.4% | +54.8% |
| 1Y | +34.8% | +104.5% | -69.7% | +34.8% |
| All | +34.8% | +106.6% | -71.7% | +34.8% |
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