+462.4%
CMS vs TEVA
+6,974.4%
-6,512.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +1.2% | +1.6% | -0.4% | +1.1% |
| 30D | -3.2% | +4.0% | -7.1% | -3.4% |
| 3M | -2.2% | +10.5% | -12.7% | -3.0% |
| 6M | -9.4% | +18.4% | -27.8% | -10.7% |
| YTD | +0.7% | +17.8% | -17.1% | -0.8% |
| 1Y | +0.4% | +90.5% | -90.1% | -4.7% |
| 3Y | +35.2% | +282.1% | -246.9% | +20.3% |
| 5Y | +24.1% | +291.9% | -267.8% | +8.9% |
| 10Y | +115.8% | -24.9% | +140.7% | +106.0% |
| All | +462.4% | +6,974.4% | -6,512.1% | +336.6% |
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