+31.4%
CORZ vs TEVA
+93.8%
-62.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | 0.0% |
| 7D | +8.4% | -0.2% | +8.6% | +8.3% |
| 30D | -17.8% | +4.7% | -22.5% | -17.8% |
| 3M | -35.9% | +5.6% | -41.5% | -35.3% |
| 6M | +12.9% | +10.5% | +2.5% | +12.1% |
| YTD | +22.9% | +16.5% | +6.4% | +21.9% |
| 1Y | +31.4% | +96.8% | -65.4% | +24.6% |
| All | +31.4% | +93.8% | -62.5% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling