-36.2%
CLX vs TEVA
+280.8%
-317.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.2% | -1.2% |
| 7D | -5.7% | +2.0% | -7.7% | -5.8% |
| 30D | -17.0% | +1.0% | -18.0% | -17.1% |
| 3M | -9.7% | +7.3% | -17.0% | -10.0% |
| 6M | -19.8% | +21.7% | -41.6% | -20.7% |
| YTD | -9.8% | +18.8% | -28.7% | -10.7% |
| 1Y | -26.2% | +86.5% | -112.6% | -28.3% |
| 3Y | -36.2% | +269.4% | -305.6% | -41.2% |
| All | -36.2% | +280.8% | -317.0% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling