+41.9%
CMI vs TEVA
+93.8%
-51.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -13.4% | +4.7% | -18.2% | -14.0% |
| 3M | -17.0% | +5.6% | -22.6% | -17.5% |
| 6M | -1.6% | +10.5% | -12.1% | -4.0% |
| YTD | +11.0% | +16.5% | -5.5% | +7.5% |
| 1Y | +41.9% | +96.8% | -54.8% | +30.0% |
| All | +41.9% | +93.8% | -51.9% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling