+590.1%
CF vs TEVA
-24.5%
+614.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -2.0% | -0.7% | -1.2% | -1.8% |
| 30D | +15.3% | -0.4% | +15.6% | +15.3% |
| 3M | +24.3% | +8.2% | +16.0% | +22.3% |
| 6M | +23.9% | +15.3% | +8.6% | +19.7% |
| YTD | +77.3% | +16.5% | +60.8% | +70.4% |
| 1Y | +58.7% | +85.7% | -27.0% | +38.7% |
| 3Y | +72.8% | +277.9% | -205.0% | +24.4% |
| 5Y | +228.8% | +295.5% | -66.8% | +125.7% |
| All | +590.1% | -24.5% | +614.6% | +420.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling