+683.5%
CLF vs TEVA
+6,974.4%
-6,290.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | +6.5% | +1.6% | +4.9% | +6.1% |
| 30D | +0.2% | +4.0% | -3.7% | -0.7% |
| 3M | -3.1% | +10.5% | -13.6% | -5.7% |
| 6M | +25.0% | +18.4% | +6.6% | +19.4% |
| YTD | -7.5% | +17.8% | -25.2% | -11.6% |
| 1Y | +11.5% | +90.5% | -78.9% | -5.8% |
| 3Y | -13.7% | +282.1% | -295.8% | -40.6% |
| 5Y | -47.0% | +291.9% | -338.9% | -64.6% |
| 10Y | +116.3% | -24.9% | +141.2% | +85.0% |
| All | +683.5% | +6,974.4% | -6,290.9% | +412.8% |
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