+4,013.6%
CMG vs TEVA
+12.1%
+4,001.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | -2.1% | +2.0% | -4.1% | -2.5% |
| 30D | +10.9% | +1.0% | +10.0% | +10.6% |
| 3M | +15.8% | +7.3% | +8.5% | +13.9% |
| 6M | +6.9% | +21.7% | -14.8% | +2.2% |
| YTD | -2.2% | +18.8% | -21.0% | -6.2% |
| 1Y | -7.1% | +86.5% | -93.6% | -19.3% |
| 3Y | -7.1% | +269.4% | -276.5% | -32.9% |
| 5Y | -4.8% | +303.6% | -308.4% | -34.6% |
| 10Y | +324.3% | -22.9% | +347.3% | +288.8% |
| All | +4,013.6% | +12.1% | +4,001.5% | +2,873.8% |
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