+357.2%
CFG vs TEVA
-23.2%
+380.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +2.7% | +1.6% | +1.1% | +2.2% |
| 30D | -3.7% | +4.0% | -7.6% | -4.7% |
| 3M | +9.5% | +10.5% | -1.1% | +6.2% |
| 6M | +22.2% | +18.4% | +3.9% | +15.9% |
| YTD | +22.3% | +17.8% | +4.5% | +16.0% |
| 1Y | +39.4% | +90.5% | -51.0% | +15.6% |
| 3Y | +188.5% | +282.1% | -93.6% | +86.8% |
| 5Y | +101.5% | +291.9% | -190.4% | +24.9% |
| 10Y | +308.6% | -24.9% | +333.5% | +224.1% |
| All | +357.2% | -23.2% | +380.5% | +255.8% |
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