+51.0%
CL vs TEVA
-22.9%
+73.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.4% |
| 7D | -2.2% | +2.0% | -4.2% | -2.3% |
| 30D | -6.0% | +1.0% | -6.9% | -6.0% |
| 3M | -2.3% | +7.3% | -9.7% | -2.8% |
| 6M | -2.0% | +21.7% | -23.7% | -3.2% |
| YTD | +11.8% | +18.8% | -7.0% | +10.6% |
| 1Y | +5.8% | +86.5% | -80.6% | +2.0% |
| 3Y | +25.9% | +269.4% | -243.5% | +15.8% |
| 5Y | +26.9% | +303.6% | -276.7% | +15.1% |
| All | +51.0% | -22.9% | +73.9% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling