+61.7%
CF vs TEVA
+93.8%
-32.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.3% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +14.8% | +4.7% | +10.1% | +15.5% |
| 3M | +14.1% | +5.6% | +8.4% | +14.7% |
| 6M | +28.5% | +10.5% | +18.0% | +33.1% |
| YTD | +74.9% | +16.5% | +58.4% | +80.3% |
| 1Y | +61.7% | +96.8% | -35.1% | +62.6% |
| All | +61.7% | +93.8% | -32.1% | +62.6% |
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