+404.9%
CORZ vs TEVA
+202.7%
+202.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.8% |
| 7D | -3.0% | -0.7% | -2.2% | -2.8% |
| 30D | -12.1% | -0.4% | -11.7% | -12.0% |
| 3M | -32.4% | +8.2% | -40.6% | -33.3% |
| 6M | +12.4% | +15.3% | -3.0% | +9.1% |
| YTD | +19.3% | +16.5% | +2.8% | +15.7% |
| 1Y | +8.6% | +85.7% | -77.1% | -3.7% |
| All | +404.9% | +202.7% | +202.3% | +286.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling