+80.8%
CF vs TEVA
+278.3%
-197.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | -0.8% | -1.7% | +0.9% | -0.8% |
| 30D | +14.3% | +2.0% | +12.3% | +14.3% |
| 3M | +27.9% | +7.0% | +20.9% | +27.9% |
| 6M | +25.5% | +17.0% | +8.5% | +26.0% |
| YTD | +81.2% | +18.1% | +63.1% | +81.6% |
| 1Y | +66.5% | +87.2% | -20.7% | +63.5% |
| All | +80.8% | +278.3% | -197.5% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling