+78.8%
CNQ vs TEVA
+280.8%
-202.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.7% |
| 7D | +0.1% | +2.0% | -1.9% | 0.0% |
| 30D | +6.2% | +1.0% | +5.2% | +6.1% |
| 3M | +12.4% | +7.3% | +5.0% | +11.7% |
| 6M | +9.0% | +21.7% | -12.7% | +7.3% |
| YTD | +52.2% | +18.8% | +33.4% | +49.8% |
| 1Y | +65.0% | +86.5% | -21.4% | +54.7% |
| 3Y | +78.8% | +269.4% | -190.6% | +51.4% |
| All | +78.8% | +280.8% | -202.0% | +51.4% |
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