+99.5%
CFG vs TEVA
+290.4%
-190.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.7% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -4.6% | -0.4% | -4.2% | -4.6% |
| 3M | +7.9% | +8.2% | -0.4% | +5.7% |
| 6M | +19.9% | +15.3% | +4.5% | +15.4% |
| YTD | +21.7% | +16.5% | +5.2% | +16.8% |
| 1Y | +38.4% | +85.7% | -47.3% | +19.2% |
| 3Y | +187.0% | +277.9% | -90.9% | +92.1% |
| 5Y | +99.5% | +295.5% | -196.0% | +23.5% |
| All | +99.5% | +290.4% | -190.9% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling