+3,154.0%
CLS vs TEVA
-22.9%
+3,176.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.0% | +4.5% | +6.0% |
| 7D | +10.9% | +2.0% | +8.9% | +10.4% |
| 30D | +2.1% | +1.0% | +1.1% | +1.7% |
| 3M | -10.2% | +7.3% | -17.5% | -12.3% |
| 6M | +30.4% | +21.7% | +8.7% | +22.7% |
| YTD | +17.2% | +18.8% | -1.6% | +11.1% |
| 1Y | +41.0% | +86.5% | -45.5% | +18.8% |
| 3Y | +1,338.0% | +269.4% | +1,068.5% | +885.1% |
| 5Y | +3,860.6% | +303.6% | +3,557.0% | +2,462.7% |
| All | +3,154.0% | -22.9% | +3,176.9% | +2,061.2% |
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