+3,458.4%
CLS vs TEVA
+996.0%
+2,462.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +20.1% | -1.7% | +21.8% | +20.7% |
| 30D | +6.0% | +2.0% | +4.1% | +5.2% |
| 3M | -10.3% | +7.0% | -17.3% | -12.8% |
| 6M | +24.5% | +17.0% | +7.5% | +16.9% |
| YTD | +12.9% | +18.1% | -5.2% | +5.8% |
| 1Y | +36.7% | +87.2% | -50.6% | +10.2% |
| 3Y | +1,328.1% | +283.1% | +1,045.0% | +776.1% |
| 5Y | +3,682.3% | +298.4% | +3,383.9% | +2,084.6% |
| 10Y | +3,038.3% | -23.4% | +3,061.7% | +2,572.4% |
| All | +3,458.4% | +996.0% | +2,462.4% | +654.3% |
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