+38.8%
CFG vs TEVA
+93.8%
-55.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.5% | -0.2% | +1.8% | +1.5% |
| 30D | -3.8% | +4.7% | -8.6% | -4.5% |
| 3M | +11.5% | +5.6% | +5.9% | +10.6% |
| 6M | +19.2% | +10.5% | +8.7% | +16.4% |
| YTD | +23.7% | +16.5% | +7.2% | +20.2% |
| 1Y | +38.8% | +96.8% | -57.9% | +32.6% |
| All | +38.8% | +93.8% | -55.0% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling