+316.5%
CHTR vs TEVA
-22.1%
+338.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.4% |
| 7D | -4.1% | +2.0% | -6.1% | -4.4% |
| 30D | -3.0% | +1.0% | -3.9% | -3.1% |
| 3M | +4.8% | +7.3% | -2.6% | +3.6% |
| 6M | -35.0% | +21.7% | -56.8% | -37.3% |
| YTD | -30.2% | +18.8% | -49.0% | -32.4% |
| 1Y | -44.8% | +86.5% | -131.2% | -50.4% |
| 3Y | -66.6% | +269.4% | -336.0% | -73.9% |
| 5Y | -81.5% | +303.6% | -385.1% | -86.1% |
| 10Y | -44.8% | -22.9% | -21.9% | -47.6% |
| All | +316.5% | -22.1% | +338.6% | +258.8% |
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