+5,591.2%
CF vs TEVA
+74.9%
+5,516.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | +4.8% | +4.4% | +0.3% | +3.7% |
| 30D | +4.7% | +9.3% | -4.6% | +2.4% |
| 3M | +7.4% | +21.9% | -14.4% | +2.1% |
| 6M | +0.6% | +22.8% | -22.2% | -5.0% |
| YTD | +64.1% | +42.6% | +21.5% | +47.6% |
| 1Y | +51.4% | +74.2% | -22.8% | +29.2% |
| 3Y | +67.8% | +404.5% | -336.7% | +0.7% |
| 5Y | +114.1% | +367.9% | -253.8% | +24.9% |
| 10Y | +480.1% | +14.2% | +465.9% | +360.7% |
| All | +5,591.2% | +74.9% | +5,516.3% | +3,792.9% |
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