+20.8%
CLS vs TEVA
+15.8%
+5.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.4% |
| 7D | +5.0% | -0.7% | +5.7% | +5.1% |
| 30D | +4.8% | -0.4% | +5.1% | +4.8% |
| 3M | -10.4% | +8.2% | -18.6% | -11.2% |
| 6M | +20.8% | +15.3% | +5.5% | +14.1% |
| All | +20.8% | +15.8% | +5.0% | +14.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling