+32.6%
CMS vs TEVA
+273.2%
-240.6%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.7% |
| 7D | -1.3% | -0.7% | -0.6% | -1.3% |
| 30D | -2.8% | -0.4% | -2.4% | -2.8% |
| 3M | -7.1% | +8.2% | -15.4% | -7.3% |
| 6M | -10.0% | +15.3% | -25.4% | -10.3% |
| YTD | -0.9% | +16.5% | -17.4% | -1.3% |
| 1Y | -2.0% | +85.7% | -87.7% | -3.2% |
| All | +32.6% | +273.2% | -240.6% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling