+5,967.0%
CF vs TEVA
+42.9%
+5,924.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | +14.8% | +4.7% | +10.1% | +13.5% |
| 3M | +14.1% | +5.6% | +8.4% | +12.1% |
| 6M | +28.5% | +10.5% | +18.0% | +23.7% |
| YTD | +74.9% | +16.5% | +58.4% | +65.5% |
| 1Y | +61.7% | +96.8% | -35.1% | +32.5% |
| 3Y | +80.3% | +269.5% | -189.2% | +16.8% |
| 5Y | +226.0% | +283.5% | -57.6% | +98.5% |
| 10Y | +569.9% | -25.9% | +595.8% | +519.6% |
| All | +5,967.0% | +42.9% | +5,924.1% | +4,266.7% |
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