+2,245.9%
CLX vs TEVA
+6,991.7%
-4,745.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -4.9% | -1.7% | -3.2% | -4.8% |
| 30D | -15.8% | +2.0% | -17.8% | -15.9% |
| 3M | -7.9% | +7.0% | -14.9% | -8.4% |
| 6M | -19.0% | +17.0% | -36.0% | -20.0% |
| YTD | -7.9% | +18.1% | -26.0% | -9.1% |
| 1Y | -25.4% | +87.2% | -112.6% | -28.7% |
| 3Y | -35.0% | +283.1% | -318.1% | -41.4% |
| 5Y | -36.8% | +298.4% | -335.1% | -43.7% |
| 10Y | -1.4% | -23.4% | +22.0% | -5.0% |
| All | +2,245.9% | +6,991.7% | -4,745.8% | +1,461.8% |
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