+6,651.5%
CME vs TEVA
+151.1%
+6,500.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.8% |
| 7D | -0.6% | -1.7% | +1.1% | -0.4% |
| 30D | +4.7% | +2.0% | +2.7% | +4.3% |
| 3M | +7.8% | +7.0% | +0.9% | +6.3% |
| 6M | -11.0% | +17.0% | -28.0% | -13.7% |
| YTD | +4.0% | +18.1% | -14.1% | +0.5% |
| 1Y | +9.1% | +87.2% | -78.1% | -2.7% |
| 3Y | +52.3% | +283.1% | -230.8% | +15.5% |
| 5Y | +76.1% | +298.4% | -222.3% | +27.6% |
| 10Y | +280.6% | -23.4% | +304.0% | +274.2% |
| All | +6,651.5% | +151.1% | +6,500.5% | +4,554.2% |
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 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