+124.6%
CLF vs TEVA
-22.9%
+147.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.3% |
| 7D | -3.5% | +2.0% | -5.5% | -4.1% |
| 30D | -1.6% | +1.0% | -2.5% | -1.9% |
| 3M | -12.0% | +7.3% | -19.4% | -14.4% |
| 6M | +30.0% | +21.7% | +8.2% | +21.3% |
| YTD | -9.2% | +18.8% | -28.0% | -14.8% |
| 1Y | +2.3% | +86.5% | -84.2% | -17.4% |
| 3Y | -14.4% | +269.4% | -283.8% | -47.7% |
| 5Y | -48.3% | +303.6% | -351.9% | -70.5% |
| All | +124.6% | -22.9% | +147.5% | +71.1% |
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