+421.5%
CORZ vs TEVA
+208.8%
+212.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.2% | +3.0% |
| 7D | +0.3% | +2.0% | -1.7% | 0.0% |
| 30D | -14.0% | +1.0% | -15.0% | -14.1% |
| 3M | -34.1% | +7.3% | -41.4% | -34.8% |
| 6M | +8.5% | +21.7% | -13.3% | +4.4% |
| YTD | +23.2% | +18.8% | +4.4% | +19.2% |
| 1Y | +15.4% | +86.5% | -71.1% | +2.3% |
| All | +421.5% | +208.8% | +212.7% | +297.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling