+116.0%
CMS vs TEVA
-22.9%
+139.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -1.9% | +2.0% | -3.9% | -2.0% |
| 30D | -4.1% | +1.0% | -5.1% | -4.1% |
| 3M | -7.1% | +7.3% | -14.4% | -7.4% |
| 6M | -10.1% | +21.7% | -31.8% | -10.8% |
| YTD | -1.7% | +18.8% | -20.6% | -2.5% |
| 1Y | -3.4% | +86.5% | -89.9% | -5.8% |
| 3Y | +31.6% | +269.4% | -237.9% | +23.9% |
| 5Y | +23.3% | +303.6% | -280.3% | +15.1% |
| All | +116.0% | -22.9% | +139.0% | +108.5% |
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