+1,817.5%
CNP vs TEVA
+6,991.8%
-5,174.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +0.7% | -1.7% | +2.4% | +0.8% |
| 30D | -0.1% | +2.0% | -2.0% | -0.3% |
| 3M | -5.6% | +7.0% | -12.6% | -6.5% |
| 6M | -7.5% | +17.0% | -24.5% | -9.4% |
| YTD | +5.5% | +18.1% | -12.6% | +3.1% |
| 1Y | +8.3% | +87.2% | -78.9% | +0.5% |
| 3Y | +51.8% | +283.1% | -231.3% | +27.4% |
| 5Y | +69.9% | +298.4% | -228.5% | +39.3% |
| 10Y | +139.9% | -23.4% | +163.4% | +118.0% |
| All | +1,817.5% | +6,991.8% | -5,174.2% | +1,286.7% |
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