+2.3%
CLF vs TEVA
+89.1%
-86.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.4% |
| 7D | -3.5% | +2.0% | -5.5% | -4.0% |
| 30D | -1.6% | +1.0% | -2.5% | -1.8% |
| 3M | -12.0% | +7.3% | -19.4% | -13.6% |
| 6M | +30.0% | +21.7% | +8.2% | +23.0% |
| YTD | -9.2% | +18.8% | -28.0% | -13.5% |
| 1Y | +2.3% | +86.5% | -84.2% | -8.5% |
| All | +2.3% | +89.1% | -86.8% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling