+274.2%
CME vs TEVA
-22.9%
+297.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -1.6% | +2.0% | -3.6% | -1.7% |
| 30D | +5.6% | +1.0% | +4.6% | +5.5% |
| 3M | +5.6% | +7.3% | -1.7% | +4.9% |
| 6M | -8.3% | +21.7% | -30.0% | -9.8% |
| YTD | +4.3% | +18.8% | -14.5% | +2.7% |
| 1Y | +9.1% | +86.5% | -77.4% | +3.5% |
| 3Y | +52.1% | +269.4% | -217.4% | +34.0% |
| 5Y | +79.7% | +303.6% | -223.9% | +54.4% |
| All | +274.2% | -22.9% | +297.2% | +236.5% |
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