+4,534.0%
CNC vs TEVA
+249.8%
+4,284.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +1.1% |
| 7D | -0.9% | +2.0% | -2.9% | -1.3% |
| 30D | -1.0% | +1.0% | -1.9% | -1.2% |
| 3M | +4.5% | +7.3% | -2.8% | +2.5% |
| 6M | +85.2% | +21.7% | +63.5% | +76.8% |
| YTD | +61.4% | +18.8% | +42.6% | +54.7% |
| 1Y | +94.9% | +86.5% | +8.4% | +69.2% |
| 3Y | 0.0% | +269.4% | -269.4% | -28.7% |
| 5Y | +11.2% | +303.6% | -292.4% | -25.9% |
| 10Y | +98.7% | -22.9% | +121.6% | +83.8% |
| All | +4,534.0% | +249.8% | +4,284.2% | +2,747.8% |
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