+5,583.4%
CF vs TEVA
+71.6%
+5,511.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.1% |
| 7D | +5.4% | +4.5% | +0.9% | +4.2% |
| 30D | +6.5% | +5.8% | +0.7% | +5.0% |
| 3M | +4.6% | +18.8% | -14.2% | +0.1% |
| 6M | -3.3% | +21.9% | -25.2% | -8.5% |
| YTD | +63.9% | +39.9% | +24.0% | +48.1% |
| 1Y | +50.4% | +69.0% | -18.5% | +29.4% |
| 3Y | +68.2% | +402.9% | -334.6% | +0.9% |
| 5Y | +113.8% | +359.0% | -245.2% | +25.3% |
| 10Y | +479.3% | +12.0% | +467.3% | +362.2% |
| All | +5,583.4% | +71.6% | +5,511.9% | +3,805.8% |
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 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